A Euclidean Likelihood Estimator for Bivariate Tail Dependence
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Publication:4929181
DOI10.1080/03610926.2012.709905zbMath1347.62075arXiv1204.3524OpenAlexW2154446794MaRDI QIDQ4929181
Miguel de Carvalho, Johan Segers, Boris Oumow, Michał Warchoł
Publication date: 13 June 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3524
Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17)
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