Tail copula estimation for heteroscedastic extremes
Year of publication: |
7 February 2024
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Authors: | Einmahl, John H. J. ; Chen Zhou |
Publisher: |
[Tilburg] : CentER, Tilburg University |
Subject: | Extreme value statistics | functional limit theorems | non-identical distributions | tail empirical process | tail dependence | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
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