Weighted approximations of tail cupula processes with application to testing the multivariate extreme value condition

J.H.J. Einmahl, L. Haan, de, D. Li

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TY - BOOK

T1 - Weighted approximations of tail cupula processes with application to testing the multivariate extreme value condition

AU - Einmahl, J.H.J.

AU - Haan, de, L.

AU - Li, D.

PY - 2004

Y1 - 2004

M3 - Report

T3 - Report Eurandom

BT - Weighted approximations of tail cupula processes with application to testing the multivariate extreme value condition

PB - Eurandom

CY - Eindhoven

ER -