Estimating asymptotic dependence functionals in multivariate regularly varying models
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Publication:1943759
DOI10.1007/s10986-012-9172-6zbMath1275.62073MaRDI QIDQ1943759
Publication date: 21 March 2013
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/55254
62H12: Estimation in multivariate analysis
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
60F15: Strong limit theorems
91G10: Portfolio theory
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