Non-parametric Estimation of Tail Dependence (Q3411077): Difference between revisions

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Latest revision as of 11:34, 25 June 2024

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Non-parametric Estimation of Tail Dependence
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    Non-parametric Estimation of Tail Dependence (English)
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    8 December 2006
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    tail copula
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    order-rank statistics
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    asymptotic normality
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    confidence interval
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    Pareto copula
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