Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514)
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scientific article; zbMATH DE number 6381125
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| English | Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation |
scientific article; zbMATH DE number 6381125 |
Statements
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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0.862138569355011
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0.8565501570701599
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0.8497716188430786
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0.8396782279014587
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0.8396590948104858
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