An M-estimator for tail dependence in arbitrary dimensions (Q693746)
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scientific article
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| English | An M-estimator for tail dependence in arbitrary dimensions |
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An M-estimator for tail dependence in arbitrary dimensions (English)
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10 December 2012
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asymptotic statistics
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factor model
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M-estimation
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multivariate extremes
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tail dependence
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0.8784914612770081
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0.8688855767250061
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0.8534929752349854
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0.8245322108268738
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