Non-Parametric Inference for Bivariate Extreme-Value Copulas

J.J.J. Segers
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J.J.J. Segers: Tilburg University, Center For Economic Research

No 2004-91, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: estimator; nonparametric inference (search for similar items in EconPapers)
Date: 2004
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