Nonparametric estimation of the conditional tail copula (Q2348439)
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scientific article; zbMATH DE number 6445439
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| English | Nonparametric estimation of the conditional tail copula |
scientific article; zbMATH DE number 6445439 |
Statements
Nonparametric estimation of the conditional tail copula (English)
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12 June 2015
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extremal dependence
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tail copula
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covariate
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0.8569396734237671
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0.839766263961792
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0.8392271995544434
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0.8364890813827515
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0.8351702690124512
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