extremis

MaRDI QIDQ85713CRANFDO

Authors Miguel De Carvalho, Rodrigo Rubio, Vianey Palacios

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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