Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-sample tests of extreme-value dependence for multivariate copulas |
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Large-sample tests of extreme-value dependence for multivariate copulas (English)
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28 December 2011
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max-stability
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multiplier central limit theorem
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pseudo-observations
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ranks
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