Nonparametric kernel estimation for localtail-event correlation (Q6992422)
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scientific article; zbMATH DE number 8031807
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Nonparametric kernel estimation for localtail-event correlation |
scientific article; zbMATH DE number 8031807 |
Statements
Nonparametric kernel estimation for localtail-event correlation (English)
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28 April 2025
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dynamic tail correlation
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predictability
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time varying tail dependence
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nonparametric estimation
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hypothesis test
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