On the relation between extremal dependence and concomitants
Amir Khorrami Chokami, Marie Kratz
| Year of publication: |
January 16, 2023
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|---|---|
| Authors: | Khorrami Chokami, Amir ; Kratz, Marie |
| Publisher: |
Cergy-Pontoise : ESSEC Business School |
| Subject: | Asymptotic Theorems | Concomitants | Copula | (Tail) Dependence | Extremes | Gaussian | Logistic | Maxima | Order Statistics | Pareto | Slowly/Regularly Varying Functions | Tail Equivalence | Weak Convergence | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | Documents de recherche / ESSEC Centre de Recherche. - Cergy-Pontoise : ESSEC, ZDB-ID 2501241-1. - Vol. 23, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327421