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

John Einmahl, L.F.M. de Haan and D. Li
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L.F.M. de Haan: Tilburg University, Center For Economic Research

No 2004-71, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: approximations; multivariate analysis (search for similar items in EconPapers)
Date: 2004
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Working Paper: Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition (2004)
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