Statistical inference on a changing extreme value dependence structure (Q6183760)
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scientific article; zbMATH DE number 7783520
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| default for all languages | No label defined |
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| English | Statistical inference on a changing extreme value dependence structure |
scientific article; zbMATH DE number 7783520 |
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Statistical inference on a changing extreme value dependence structure (English)
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4 January 2024
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extreme value dependence
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integrated spectral measure
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local estimation
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multivariate regular variation
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test of nonstationarity
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0.8151279091835022
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0.7867514491081238
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0.7843752503395081
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0.7806558012962341
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0.7757686376571655
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