Testing the multivariate regular variation model

by John H.J. Einmahl, Fan Yan, Chen Zhou

Year of publication:	29 October 2018
Authors:	Einmahl, John H. J. ; Yang, Fan ; Chen Zhou
Publisher:	Tilburg : CentER, Center for Economic Research
Subject:	Extreme value statistics \| Hill estimator \| local empirical process \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Wahrscheinlichkeitsrechnung \| Probability theory \| Statistische Methodenlehre \| Statistical theory \| Statistische Verteilung \| Statistical distribution

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