Estimating the tail dependence function of an elliptical distribution (Q880485)
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scientific article; zbMATH DE number 5153146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating the tail dependence function of an elliptical distribution |
scientific article; zbMATH DE number 5153146 |
Statements
Estimating the tail dependence function of an elliptical distribution (English)
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15 May 2007
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asymptotic normality
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elliptical distribution
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regular variation
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tail dependence function
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0.8369484543800354
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0.8280711770057678
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0.826309859752655
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0.8187047839164734
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0.8186725974082947
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