Nonparametric estimation of the conditional tail copula
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Cites work
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Cited in
(21)- Estimating a bivariate tail: a copula based approach
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
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- Bias correction in conditional multivariate extremes
- Robust nonparametric estimation of the conditional tail dependence coefficient
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns
- Robust estimation of the conditional stable tail dependence function
- Non-parametric Estimation of Tail Dependence
- Multiplier bootstrap of tail copulas with applications
- Nonparametric estimation of multivariate multiparameter conditional copulas
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