Inference on Mixtures Under Tail Restrictions
Year of publication: |
2015-04
|
---|---|
Authors: | Henry, Marc ; Jochmans, Koen ; Salanié, Bernard |
Institutions: | Sciences économiques, Sciences Po |
Subject: | mixture model | nonparametric identification and estimation | tail empirical process |
-
Inference on Mixtures Under Tail Restrictions
Henry, Marc, (2015)
-
Litvinova, Svetlana, (2018)
-
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J., (2024)
- More ...
-
Inference on two-component mixtures under tail restrictions
Jochmans, Koen, (2017)
-
Inference on Mixtures Under Tail Restrictions
Henry, Marc, (2015)
-
Split-panel jackknife estimation of fixed-effect models
Dhaene, Geert, (2010)
- More ...