An M-estimator for tail dependence in arbitrary dimensions (Q693746)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An M-estimator for tail dependence in arbitrary dimensions |
scientific article |
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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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