Bivariate tail estimation: dependence in asymptotic independence (Q1769776): Difference between revisions
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Revision as of 23:10, 19 March 2024
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English | Bivariate tail estimation: dependence in asymptotic independence |
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Bivariate tail estimation: dependence in asymptotic independence (English)
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30 March 2005
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asymptotic normality
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bivariate extreme value distribution
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coefficient of tail dependence
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copula
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failure probability
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Hill estimator
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moment estimator
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sea state variables
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