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person:"Gassebner, Martin"
~person:"Einmahl, John H. J."
~person:"Girard, Stéphane"
~subject:"Statistical test"
~type_genre:"Graue Literatur"
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Gassebner, Martin
Einmahl, John H. J.
Girard, Stéphane
Bormann, Carsten
4
Schienle, Melanie
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Schaumburg, Julia
3
Haan, Laurens de
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Alfarano, Simone
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Can, Sami Umut
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Chen Zhou
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Cheng, Enoch
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Daouia, Abdelaati
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Ergun, Lerby M.
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Khmaladze, Estate V.
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Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
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2
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
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3
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
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