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~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~language:"eng"
~person:"Chen Zhou"
~subject:"Multivariate extreme value statistics"
~subject:"Statistische Verteilung"
~subject:"USA"
~type:"article"
~type:"book"
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Multivariate extreme value statistics
Statistische Verteilung
USA
Ausreißer
5
Outliers
5
Estimation theory
4
Schätztheorie
4
Statistical distribution
4
Probability theory
3
Wahrscheinlichkeitsrechnung
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2
Extreme value statistics
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Schätzung
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functional limit theorems
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non-identical distributions
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tail dependence
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Betriebliche Liquidität
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Heteroskedastizität
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Hill estimator
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Insolvency
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Multivariate Verteilung
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Multivariate distribution
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Risk measure
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Statistical method
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Statistical test
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Statistische Methode
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Chen Zhou
Einmahl, John H. J.
17
Segers, Johan
7
Haan, Laurens de
3
Krajina, Andrea
3
Laeven, Roger J. A.
3
Michaud, Pierre-Carl
3
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3
Strijbosch, L. W. G.
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2
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Daysal, N. Meltem
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He, Yi
2
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2
Laeven, Luc
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Mahieu, Ronald J.
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Orsini, Chiara
2
Raats, V. M.
2
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Soest, Arthur van
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2
Anderson, James E.
1
Baele, Lieven
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Bai, Y.-Q.
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Discussion paper / Center for Economic Research, Tilburg University
DNB working paper
7
Econometric theory
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ECONIS (ZBW)
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
3
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
4
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
5
Estimation of the marginal expected shortfall : the mean when a related variable is extreme
Cai, Juan-Juan
;
Einmahl, John H. J.
;
Haan, Laurens de
; …
-
2012
Persistent link: https://www.econbiz.de/10009630355
Saved in:
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