Nonparametric confidence intervals for tail dependence based on copulas (Q505609)
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scientific article; zbMATH DE number 6678143
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| English | Nonparametric confidence intervals for tail dependence based on copulas |
scientific article; zbMATH DE number 6678143 |
Statements
Nonparametric confidence intervals for tail dependence based on copulas (English)
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26 January 2017
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tail dependence coefficient
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confidence intervals
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kernel estimators
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copula function
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financial data
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CAC 40 stock index
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0.8727829456329346
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0.8135703206062317
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0.80819171667099
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0.8066149950027466
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0.7965633273124695
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