Nonparametric estimation of the tail-dependence coefficient (Q2923332)
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scientific article; zbMATH DE number 6356158
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric estimation of the tail-dependence coefficient |
scientific article; zbMATH DE number 6356158 |
Statements
15 October 2014
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extreme value theory
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stable tail dependence function
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tail-dependence coefficient
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Nonparametric estimation of the tail-dependence coefficient (English)
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0.8857583999633789
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0.8494866490364075
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0.8493440747261047
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0.8437179923057556
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0.8387449383735657
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