On estimating extremal dependence structures by parametric spectral measures (Q1731220): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating extremal dependence structures by parametric spectral measures |
scientific article |
Statements
On estimating extremal dependence structures by parametric spectral measures (English)
0 references
13 March 2019
0 references
extreme value copula
0 references
spectral measure
0 references
parametric model
0 references
estimation
0 references
asymptotic distribution
0 references
