An M-estimator for tail dependence in arbitrary dimensions (Q693746): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An M-estimator for tail dependence in arbitrary dimensions |
scientific article |
Statements
An M-estimator for tail dependence in arbitrary dimensions (English)
0 references
10 December 2012
0 references
asymptotic statistics
0 references
factor model
0 references
M-estimation
0 references
multivariate extremes
0 references
tail dependence
0 references
