Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint inference on extreme expectiles for multivariate heavy-tailed distributions |
scientific article |
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Joint inference on extreme expectiles for multivariate heavy-tailed distributions (English)
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16 May 2022
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expectiles
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extremal dependence
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heavy tails
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joint convergence
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joint inference
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tail copula
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testing
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