Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition
| Year of publication: |
2006
|
|---|---|
| Authors: | Einmahl, J.H.J. ; de Haan, L.F.M. ; Li, D. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in The Annals of Statistics (2006), v.34, nr.4, p.1987-2014 |
| Source: |
Persistent link: https://www.econbiz.de/10011089182