Nonparametric estimation of the conditional tail copula (Q2348439)

From MaRDI portal
Revision as of 00:09, 1 March 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Nonparametric estimation of the conditional tail copula
scientific article

    Statements

    Nonparametric estimation of the conditional tail copula (English)
    0 references
    0 references
    0 references
    12 June 2015
    0 references
    extremal dependence
    0 references
    tail copula
    0 references
    covariate
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references