Weighted Approximations of Tail Copula Processes with Application to Testing Multivariate Extreme Value Condition

JHJ Einmahl, Laurens de Haan, D (Deyuan) Li

Research output: Contribution to journalArticleAcademicpeer-review

45 Citations (Scopus)
5 Downloads (Pure)
Original languageUndefined/Unknown
Pages (from-to)1987-2014
Number of pages28
JournalAnnals of Statistics
Volume34
DOIs
Publication statusPublished - 2006

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