Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005): Difference between revisions

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Joint inference on extreme expectiles for multivariate heavy-tailed distributions
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    Joint inference on extreme expectiles for multivariate heavy-tailed distributions (English)
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    16 May 2022
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    expectiles
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    extremal dependence
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    heavy tails
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    joint convergence
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    joint inference
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    tail copula
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    testing
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