Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the tail-dependence coefficient: properties and pitfalls |
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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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