A note on nonparametric estimation of bivariate tail dependence (Q2247935)
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scientific article; zbMATH DE number 6309817
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on nonparametric estimation of bivariate tail dependence |
scientific article; zbMATH DE number 6309817 |
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A note on nonparametric estimation of bivariate tail dependence (English)
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30 June 2014
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asymptotic variance
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nonparametric estimation
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rank-based inference
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tail copula
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tail dependence
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0.8773693442344666
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0.8468974232673645
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0.8420854806900024
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0.8402076959609985
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0.8387449383735657
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