Clustering of time series via non-parametric tail dependence estimation (Q2516622)
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scientific article; zbMATH DE number 6469304
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| English | Clustering of time series via non-parametric tail dependence estimation |
scientific article; zbMATH DE number 6469304 |
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Clustering of time series via non-parametric tail dependence estimation (English)
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3 August 2015
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cluster analysis
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copula
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extreme-value theory
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risk management
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tail dependence
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0.8729411959648132
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0.8611101508140564
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0.8581910729408264
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0.8491864800453186
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