Non-parametric Estimation of Tail Dependence (Q3411077)
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scientific article; zbMATH DE number 5079175
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Non-parametric Estimation of Tail Dependence |
scientific article; zbMATH DE number 5079175 |
Statements
Non-parametric Estimation of Tail Dependence (English)
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8 December 2006
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tail copula
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order-rank statistics
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asymptotic normality
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confidence interval
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Pareto copula
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0.8773693442344666
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0.8727829456329346
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0.8611003756523132
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0.8569396734237671
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0.8493440747261047
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