Exceedance-based nonlinear regression of tail dependence (Q2322842): Difference between revisions

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Latest revision as of 09:51, 20 July 2024

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Exceedance-based nonlinear regression of tail dependence
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    Exceedance-based nonlinear regression of tail dependence (English)
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    5 September 2019
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    asymptotic independence
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    extreme value theory
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    generalized additive models
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    penalized likelihood
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    tail dependence
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