A note on nonparametric estimation of bivariate tail dependence
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Publication:2247935
DOI10.1515/strm-2013-1143zbMath1418.62216OpenAlexW4253239829MaRDI QIDQ2247935
Publication date: 30 June 2014
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/29515
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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