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

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

    Research output: Book/ReportReportAcademic

    27 Downloads (Pure)
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherEurandom
    Number of pages34
    Publication statusPublished - 2004

    Publication series

    NameReport Eurandom
    Volume2004034
    ISSN (Print)1389-2355

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