Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910): Difference between revisions

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Latest revision as of 11:04, 28 May 2024

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Best attainable rates of convergence for estimators of the stable tail dependence function
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    Best attainable rates of convergence for estimators of the stable tail dependence function (English)
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    29 January 2001
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    asymptotic normality
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    bivariate extreme value distribution
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    domain of attraction
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    rate of convergence
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    stable tail dependence function
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    tail empirical dependence function
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