Conditional quantiles and tail dependence (Q2350042)

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Conditional quantiles and tail dependence
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    title
    Conditional quantiles and tail dependence (English)
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    author
    Carole Bernard
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    Claudia Czado
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    publication date
    18 June 2015
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    Mathematics Subject Classification ID
    62J05
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    62H12
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    62G32
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    62H20
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    62G08
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    zbMATH DE Number
    6447137
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    zbMATH Keywords
    intermediate tail dependence
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    quantile regression
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    copula
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    linear conditional quantiles
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    systemic risk
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