Conditional quantiles and tail dependence (Q2350042): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q261569 |
Changed an Item |
||
| Property / author | |||
| Property / author: Claudia Czado / rank | |||
Normal rank | |||
Revision as of 00:36, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional quantiles and tail dependence |
scientific article |
Statements
Conditional quantiles and tail dependence (English)
0 references
18 June 2015
0 references
intermediate tail dependence
0 references
quantile regression
0 references
copula
0 references
linear conditional quantiles
0 references
systemic risk
0 references
