The coupling method in extreme value theory
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Publication:2040094
DOI10.3150/20-BEJ1293zbMath1497.62116arXiv1912.03155MaRDI QIDQ2040094
Davit Varron, Benjamin Bobbia, Clément Dombry
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.03155
Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)
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