Inference for asymptotically independent samples of extremes
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Publication:1661337
DOI10.1016/j.jmva.2018.04.009zbMath1410.60033OpenAlexW2731397869WikidataQ129911469 ScholiaQ129911469MaRDI QIDQ1661337
Armelle Guillou, Stefano Rizzelli, Simone A. Padoan
Publication date: 16 August 2018
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2018.04.009
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Generalized Pareto copulas: a key to multivariate extremes ⋮ Conditional tail independence in Archimedean copula models ⋮ Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
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Cites Work
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