Semiparametric bivariate modelling with flexible extremal dependence (Q2302487)

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Semiparametric bivariate modelling with flexible extremal dependence
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    Semiparametric bivariate modelling with flexible extremal dependence (English)
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    26 February 2020
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    asymptotic dependence
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    copula
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    GPD distribution
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    high quantiles
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    prediction
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    threshold estimation
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