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Displaying results 1 to 2 of 2.

  1. Testing the multivariate regular variation model
    Author: Einmahl, John H. J.; Yang, Fan; Chen Zhou
    Published: 29 October 2018
    Publisher:  CentER, Center for Economic Research, Tilburg

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 37 (2018,44)
    Inter-library loan:
    No inter-library loan
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    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Discussion paper / CentER, Center for Economic Research ; no. 2018, 044
    Subjects: Extreme value statistics; Hill estimator; local empirical process
    Scope: 1 Online-Ressource (circa 36 Seiten), Illustrationen
    Notes:

    Richtiger Name des Verfassers: Fan Yang
  2. Tail copula estimation for heteroscedastic extremes
    Author: Einmahl, John H. J.; Chen Zhou
    Published: 7 February 2024
    Publisher:  CentER, Tilburg University, [Tilburg]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 37
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Discussion paper / CentER ; no. 2024, 003
    Subjects: Extreme value statistics; functional limit theorems; non-identical distributions; tail empirical process; tail dependence
    Scope: 1 Online-Ressource (circa 28 Seiten), Illustrationen