Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choice of smoothing parameter in multivariate copula-based tail coefficients |
scientific article |
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Choice of smoothing parameter in multivariate copula-based tail coefficients (English)
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20 July 2022
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asymptotic mean squared error
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copula
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Frahm's tail coefficient
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smoothing parameter selection
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tail dependency
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