A method of moments estimator of tail dependence in meta-elliptical models (Q419290)
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scientific article; zbMATH DE number 6036339
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| English | A method of moments estimator of tail dependence in meta-elliptical models |
scientific article; zbMATH DE number 6036339 |
Statements
A method of moments estimator of tail dependence in meta-elliptical models (English)
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18 May 2012
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asymptotic normality
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elliptical copulas
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elliptical distributions
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semi-parametric model
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0.868525505065918
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0.8186725974082947
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0.8011283874511719
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0.8009822964668274
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