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type_genre:"Non-commercial literature"
~person:"Chen Zhou"
~subject:"Probability theory"
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Chen Zhou
Einmahl, John H. J.
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Haan, Laurens de
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Paolella, Marc S.
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3
Canay, Ivan A.
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
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Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
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