Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal number of upper order statistics used in estimation for the coefficient of tail dependence |
scientific article |
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Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (English)
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16 May 2017
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coefficient of tail dependence
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bias reduction
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extended Pareto distribution
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tail probability
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copula
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Hill estimator
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moment estimator
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