Robust nonparametric estimation of the conditional tail dependence coefficient

Yuri Goegebeur, Armelle Guillou^*, Nguyen Khanh Le Ho, Jing Qin

^*Corresponding author for this work

Department of Mathematics and Computer Science

University of Strasbourg

Research output: Contribution to journal › Journal article › Research › peer-review

1 Ph.D. thesis

1 results

Filter

2022
Estimation of Dependence in Multivariate Extreme Value Statistics
Ho, N. K. L., 9. Nov 2022, Syddansk Universitet. Det Naturvidenskabelige Fakultet. 176 p.
Research output: Thesis › Ph.D. thesis