Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693)
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scientific article; zbMATH DE number 5205189
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| English | Partial derivatives and confidence intervals of bivariate tail dependence functions |
scientific article; zbMATH DE number 5205189 |
Statements
Partial derivatives and confidence intervals of bivariate tail dependence functions (English)
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26 October 2007
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bivariate extremes
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smooth estimation
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spectral measure
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0.8069896101951599
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0.8016974329948425
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0.7831133604049683
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0.777434229850769
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