Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the dependence function for a multivariate extreme value distribution |
scientific article |
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Nonparametric estimation of the dependence function for a multivariate extreme value distribution (English)
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23 April 2008
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copulas
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dependence function
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empirical distribution
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Gaussian process
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multivariate extreme value distribution
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