A note on tail dependence regression (Q391808)
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scientific article; zbMATH DE number 6244511
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on tail dependence regression |
scientific article; zbMATH DE number 6244511 |
Statements
A note on tail dependence regression (English)
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13 January 2014
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approximate maximum likelihood estimation
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tail dependence index
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0.814577579498291
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0.7592789530754089
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0.7558637857437134
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0.7527308464050293
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