Non-parametric Estimation of Tail Dependence (Q3411077): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric Estimation of Tail Dependence |
scientific article |
Statements
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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