Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting breaks in the dependence of multivariate extreme-value distributions |
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Detecting breaks in the dependence of multivariate extreme-value distributions (English)
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25 July 2017
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copula
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hydrological applications
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multivariate block maxima
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Pickands dependence function
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resampling
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sequential empirical processes
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