Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540)
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scientific article; zbMATH DE number 6493983
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| English | Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence |
scientific article; zbMATH DE number 6493983 |
Statements
Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (English)
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14 October 2015
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Blomqvist's beta
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copula
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tail dependence
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asymptotic normality
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empirical copula
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asymptotic efficiency
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0.8078111410140991
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0.7892529368400574
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0.767104983329773
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0.7585536241531372
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0.7474615573883057
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