Semiparametric bivariate modelling with flexible extremal dependence (Q2302487)
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English | 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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