Non-parametric Estimation of Tail Dependence (Q3411077): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:50, 4 February 2024
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)
0 references
8 December 2006
0 references
tail copula
0 references
order-rank statistics
0 references
asymptotic normality
0 references
confidence interval
0 references
Pareto copula
0 references
