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~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~language:"eng"
~person:"Andreou, Elena"
~person:"Chen Zhou"
~subject:"Statistische Verteilung"
~subject:"USA"
~type:"article"
~type:"book"
~type_genre:"Arbeitspapier"
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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
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
3
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
Saved in:
4
Structural break tests robust to regression misspecification
Morshed, Alaa Abi
;
Andreou, Elena
;
Boldea, Otilia
-
2016
Persistent link: https://www.econbiz.de/10011477071
Saved in:
5
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
6
Estimation of the marginal expected shortfall : the mean when a related variable is extreme
Cai, Juan-Juan
;
Einmahl, John H. J.
;
Haan, Laurens de
; …
-
2012
Persistent link: https://www.econbiz.de/10009630355
Saved in:
7
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
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