Interval estimation for a measure of tail dependence (Q495494): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6481781 / rank | |||
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conditional Kendall's tau | |||
Property / zbMATH Keywords: conditional Kendall's tau / rank | |||
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interval estimation | |||
Property / zbMATH Keywords: interval estimation / rank | |||
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jackknife empirical likelihood | |||
Property / zbMATH Keywords: jackknife empirical likelihood / rank | |||
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tail dependence | |||
Property / zbMATH Keywords: tail dependence / rank | |||
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extreme events | |||
Property / zbMATH Keywords: extreme events / rank | |||
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Revision as of 23:55, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Interval estimation for a measure of tail dependence |
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Statements
Interval estimation for a measure of tail dependence (English)
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14 September 2015
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conditional Kendall's tau
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interval estimation
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jackknife empirical likelihood
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tail dependence
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extreme events
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