Weighted approximations to tail copula processes with application to testing the extreme value condition

Einmahl, John; de Haan, Laurens; Li, Deyuan (2006). Weighted approximations to tail copula processes with application to testing the extreme value condition. Annals of statistics, 34(4), pp. 1987-2014. Cleveland, Ohio: Institute of Mathematical Statistics 10.1214/009053606000000434

Full text not available from this repository.

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Li, Deyuan

ISSN:

0090-5364

Publisher:

Institute of Mathematical Statistics

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 14:47

Last Modified:

05 Dec 2022 14:14

Publisher DOI:

10.1214/009053606000000434

Web of Science ID:

000242314100019

URI:

https://boris.unibe.ch/id/eprint/19442 (FactScience: 2127)

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