Wasserstein-based Minimax Estimation of Dependence in Multivariate Regularly Varying Extremes

Fuente: arXiv
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Bibliographic Details
Main Authors: Zhang, Xuhui, Blanchet, Jose, Marzouk, Youssef, Nguyen, Viet Anh, Wang, Sven
Format: Preprint
Published: 2023
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