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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Kiriliouk, Anna"
~subject:"multivariate extremes"
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multivariate extremes
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stable tail dependence function
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Kiriliouk, Anna
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An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
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2014
Persistent link: https://www.econbiz.de/10010395535
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A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
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2016
Persistent link: https://www.econbiz.de/10011427965
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