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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:"Multivariate distribution"
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Multivariate distribution
Estimation theory
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tail dependence
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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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Einmahl, John H. J.
Segers, Johan
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Chen, Xiaohong
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Can, Sami Umut
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Chen Zhou
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Huang, Zhuo
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Kiriliouk, Anna
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Krajina, Andrea
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Laeven, Roger J. A.
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
3
Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2017
Persistent link: https://www.econbiz.de/10011764588
Saved in:
4
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
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