Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090)
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scientific article; zbMATH DE number 2211189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the tail-dependence coefficient: properties and pitfalls |
scientific article; zbMATH DE number 2211189 |
Statements
Estimating the tail-dependence coefficient: properties and pitfalls (English)
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29 September 2005
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tail dependence
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tail-dependence coefficient
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copula
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extreme value theory
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estimation
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simulation
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0.9325348
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0.9291788
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0.92859125
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0.9278046
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0.91847515
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0.91158843
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0.90688217
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0.90616596
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