A method of moments estimator of tail dependence (Q1002534)
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scientific article; zbMATH DE number 5521464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A method of moments estimator of tail dependence |
scientific article; zbMATH DE number 5521464 |
Statements
A method of moments estimator of tail dependence (English)
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2 March 2009
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asymptotic properties
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confidence regions
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goodness-of-fit test
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meta-elliptical distribution
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method of moments
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multivariate extremes
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tail dependence
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0.8784914612770081
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0.868525505065918
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0.8448076248168945
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0.829598605632782
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0.8289349675178528
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