extremis

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Statistics of Extremes

Vianey Palacios, Miguel De Carvalho, Rodrigo Rubio

Last update: 9 December 2022

Copyright license: GNU General Public License

Software version identifier: 1.2.1

Cites work

• A Euclidean Likelihood Estimator for Bivariate Tail Dependence
• Spectral Density Ratio Models for Multivariate Extremes
• Statistics of Heteroscedastic Extremes

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