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type_genre:"Working Paper"
~isPartOf:"CESifo working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Einmahl, John H. J."
~subject:"Hill estimator"
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Hill estimator
Estimation theory
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Statistische Verteilung
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Multivariate distribution
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tail dependence
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Nichtparametrisches Verfahren
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extreme value statistics
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empirical process
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functional limit theorems
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local empirical process
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multivariate extremes
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stable tail dependence function
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Argmax drifted Wiener process
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Einmahl, John H. J.
Ahmed, Hanan
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CESifo working papers
Cowles Foundation discussion paper
Discussion paper / Center for Economic Research, Tilburg University
Working papers in quantitative economics and econometrics
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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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Improved estimation of the extreme value index using related variables
Ahmed, Hanan
;
Einmahl, John H. J.
-
2018
Persistent link: https://www.econbiz.de/10011879741
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