Modelling Across Extremal Dependence Classes (Q5378159)

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scientific article; zbMATH DE number 7064977
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Modelling Across Extremal Dependence Classes
scientific article; zbMATH DE number 7064977

    Statements

    Modelling Across Extremal Dependence Classes (English)
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    12 June 2019
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    asymptotic independence
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    censored likelihood
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    conditional extremes
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    dependence modelling
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    extreme value theory
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    multivariate regular variation
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