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~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~language:"eng"
~person:"Khmaladze, Estate V."
~person:"Muris, Chris"
~person:"Segers, Johan"
~subject:"Statistische Verteilung"
~type:"book"
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Statistische Verteilung
Statistical distribution
8
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6
Theory
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5
Schätztheorie
5
Ausreißer
4
Multivariate Verteilung
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stable tail dependence function
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tail dependence
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Khmaladze, Estate V.
Muris, Chris
Segers, Johan
Einmahl, John H. J.
17
Chen Zhou
4
He, Yi
3
Krajina, Andrea
3
Laeven, Roger J. A.
3
Moors, Johannes J. A.
3
Strijbosch, L. W. G.
3
Ahmed, Hanan
2
Can, Sami Umut
2
Haan, Laurens de
2
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2
Raats, V. M.
2
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1
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1
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1
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1
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1
Duyn Schouten, Frank A. van der
1
Ferreira, Ana
1
Genugten, Ben B. van der
1
Ghosh, Anisha
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Groenendaal, Willem J. van
1
Ikefuji, Masako
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Janssen, E.
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Khmaladze, Estáte V.
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Kleijnen, Jack P. C.
1
Li, Jun
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Magnus, Jan R.
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
CentER Discussion Paper Series
4
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1
CentER Discussion Paper Nr. 2020-004
1
ECARES working paper
1
ISER Discussion Paper
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ECONIS (ZBW)
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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
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
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
Saved in:
5
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
-
2010
Persistent link: https://www.econbiz.de/10008748390
Saved in:
6
A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674635
Saved in:
7
Approximate distributions of clusters of extremes
Segers, Johan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001830079
Saved in:
8
Functionals of clusters of extremes
Segers, Johan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
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