A method of moments estimator of tail dependence in meta-elliptical models (Q419290): Difference between revisions
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asymptotic normality | |||
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elliptical copulas | |||
Property / zbMATH Keywords: elliptical copulas / rank | |||
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elliptical distributions | |||
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semi-parametric model | |||
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Revision as of 20:19, 29 June 2023
scientific article
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English | A method of moments estimator of tail dependence in meta-elliptical models |
scientific article |
Statements
A method of moments estimator of tail dependence in meta-elliptical models (English)
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18 May 2012
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asymptotic normality
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elliptical copulas
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elliptical distributions
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semi-parametric model
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