Testing for Bivariate Extreme Dependence Using Kendall's Process (Q2914948)
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English | Testing for Bivariate Extreme Dependence Using Kendall's Process |
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Testing for Bivariate Extreme Dependence Using Kendall's Process (English)
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21 September 2012
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asymptotic local power
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copula
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extreme-value dependence
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Kendall's process
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multiplier central limit theorem
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