Nonparametric estimation of the conditional tail copula (Q2348439): Difference between revisions
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Revision as of 21:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the conditional tail copula |
scientific article |
Statements
Nonparametric estimation of the conditional tail copula (English)
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12 June 2015
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extremal dependence
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tail copula
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covariate
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