Exceedance-based nonlinear regression of tail dependence (Q2322842)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exceedance-based nonlinear regression of tail dependence |
scientific article |
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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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