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Estimation concerning risk under extreme value conditions
Cai, J.
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Tilburg University, School of Economics and Management
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2012
Persistent link: https://www.econbiz.de/10011087337
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Estimation of extreme risk regions under multivariate regular variation
Cai, J.
;
Einmahl, J.H.J.
;
de Haan, L.F.M.
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Tilburg University, School of Economics and Management
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2011
Persistent link: https://www.econbiz.de/10011089711
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