Interval estimation for a measure of tail dependence (Q495494)
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scientific article; zbMATH DE number 6481781
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| English | Interval estimation for a measure of tail dependence |
scientific article; zbMATH DE number 6481781 |
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Interval estimation for a measure of tail dependence (English)
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14 September 2015
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conditional Kendall's tau
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interval estimation
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jackknife empirical likelihood
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tail dependence
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extreme events
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0.90695596
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0.9029906
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0.8996285
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0.8981359
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