Testing extreme value copulas to estimate the quantile
Year of publication: |
2013-11
|
---|---|
Authors: | Bahraou, Zuhair ; Bolancé, Catalina ; Pérez-Marín, Ana M. |
Institutions: | Xarxa de Referència en Economia Aplicada (XREAP) |
Subject: | Extreme value copula | Extreme value distributions | Quantile |
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