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
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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

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A method of moments estimator of tail dependence in meta-elliptical models
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    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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