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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Laeven, Roger J. A."
~source:"econis"
~subject:"Econometrics"
~subject:"Nonparametric statistics"
~subject:"Theory"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Laeven, Roger J. A.
Kleijnen, Jack P. C.
27
Hertog, Dirk den
20
Einmahl, John H. J.
17
Melenberg, Bertrand
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
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:
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
Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.
;
Stadje, Mitja A.
-
2011
-
This Version: March 7, 2011
Persistent link: https://www.econbiz.de/10008906494
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