Bootstrap approximation of tail dependence function (Q943615)
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scientific article; zbMATH DE number 5323888
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bootstrap approximation of tail dependence function |
scientific article; zbMATH DE number 5323888 |
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Bootstrap approximation of tail dependence function (English)
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10 September 2008
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bootstrap
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confidence band
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dependence function
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extremes
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tail empirical process
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0.8016974329948425
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0.7712695002555847
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0.7433338165283203
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0.7412592768669128
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