Non-parametric estimators of multivariate extreme dependence functions (Q3369527)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric estimators of multivariate extreme dependence functions |
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Non-parametric estimators of multivariate extreme dependence functions (English)
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2 February 2006
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extreme dependence functions
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kernel estimator
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constrained spline
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optimal bandwidth selection
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