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~isPartOf:"Acta oeconomica : periodical of the Hungarian Academy of Sciences"
~isPartOf:"Discussion Paper / Tilburg University, Center for Economic Research"
~person:"Segers, J.J.J."
~subject:"tail dependence"
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tail dependence
multivariate extremes
2
asymptotic properties
1
confidence regions
1
functional central limit theorem
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goodness-of-fit test
1
local empirical process
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meta-elliptical distribution
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method of moments
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moment constraint
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nonparametric maximum likelihood estimator
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Segers, J.J.J.
Einmahl, John
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Krajina, A.
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Bulut, Levent
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He, Y.
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Rizvanoghlu, Islam
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Segers, J.
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Tilburg University, Center for Economic Research
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
Discussion Paper / Tilburg University, Center for Economic Research
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Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
Einmahl, John
;
Segers, J.J.J.
-
Tilburg University, Center for Economic Research
-
2008
AMS 2000 subject classifications: Primary 62G05, 62G30, 62G32; secondary 60G70, 60F05, 60F17, JEL: C13, C14.
Persistent link: https://www.econbiz.de/10011091150
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2
A Method of Moments Estimator of Tail Dependence
Einmahl, John
;
Krajina, A.
;
Segers, J.J.J.
-
Tilburg University, Center for Economic Research
-
2007
AMS 2000 subject classifications: 60G70, 62H12, 62H15, 62F05, 62F12, 62F25.
Persistent link: https://www.econbiz.de/10011091710
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