Joint inference on extreme expectiles for multivariate heavy-tailed distributions
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Publication:135351
DOI10.48550/arXiv.2007.08944arXiv2007.08944MaRDI QIDQ135351
Simone Padoan, Gilles Stupfler
Publication date: 17 July 2020
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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