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  1. Tail copula estimation for heteroscedastic extremes
    Published: 7 February 2024
    Publisher:  CentER, Tilburg University, [Tilburg]

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    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 37
    No inter-library loan
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    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