Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514)
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English | Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation |
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Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (English)
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17 December 2014
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asymptotic dependence
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conditional distribution
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economic monetary union
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multivariate extreme value theory
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nonparametric modelling
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Poisson process
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