On estimating extremal dependence structures by parametric spectral measures (Q1731220): Difference between revisions
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Revision as of 21:34, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating extremal dependence structures by parametric spectral measures |
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On estimating extremal dependence structures by parametric spectral measures (English)
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13 March 2019
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extreme value copula
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spectral measure
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parametric model
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estimation
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asymptotic distribution
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