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type_genre:"Working Paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper series / Harvard Institute of Economic Research"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Segers, Johan"
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Segers, Johan
Einmahl, John H. J.
24
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16
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15
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Chen Zhou
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper series / Harvard Institute of Economic Research
Working papers in quantitative economics and econometrics
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Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
2
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
3
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
4
Non-parametric inference for bivariate extreme-value copulas
Segers, Johan
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002453243
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5
Mandelbrot's extremism
Beirlant, Jan
(
contributor
);
Schoutens, Wim
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002513161
Saved in:
6
Assessing confidence intervals for the tail index by edgeworth expansions for the Hill estimator
Haeusler, Erich
(
contributor
);
Segers, Johan
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003239200
Saved in:
7
Projection estimates of constrained functional parameters
Fils-Villetard, Amélie
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179393
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