Testing the Multivariate Regular Variation Model

John Einmahl, Fan Yang and Chen Zhou ()

No 2018-044, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: extreme value statistics; Hill estimator; local empirical process (search for similar items in EconPapers)
Date: 2018
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... b66efe713a6/download (application/pdf)

Related works:
Journal Article: Testing the Multivariate Regular Variation Model (2021)
Working Paper: Testing the Multivariate Regular Variation Model (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:dd3c4dd0-7181-40f3-af44-f9f1eb224ff1

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().