Interval estimation for a measure of tail dependence (Q495494)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Interval estimation for a measure of tail dependence
scientific article

    Statements

    Interval estimation for a measure of tail dependence (English)
    0 references
    0 references
    0 references
    0 references
    14 September 2015
    0 references
    conditional Kendall's tau
    0 references
    interval estimation
    0 references
    jackknife empirical likelihood
    0 references
    tail dependence
    0 references
    extreme events
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references