Tail Copula Estimation for Heteroscedastic Extremes

John Einmahl and C. Zhou
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C. Zhou: Tilburg University, Center For Economic Research

No 2024-003, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Extreme value statistics; functional limit theorems; non-identical distributions; tail empirical process; tail dependence (search for similar items in EconPapers)
Date: 2024
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