Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition
Year of publication: |
2005
|
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Authors: | Einmahl, John H. J. ; Haan, Laurens de ; Li, Deyuan |
Publisher: |
[S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2004 erstellt |
Other identifiers: | 10.2139/ssrn.606962 [DOI] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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