Estimating the tail dependence function of an elliptical distribution (Q880485): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3150/07-bej6047 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2062892981 / rank | |||
Normal rank | |||
Latest revision as of 08:21, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the tail dependence function of an elliptical distribution |
scientific article |
Statements
Estimating the tail dependence function of an elliptical distribution (English)
0 references
15 May 2007
0 references
asymptotic normality
0 references
elliptical distribution
0 references
regular variation
0 references
tail dependence function
0 references
