scientific article; zbMATH DE number 5791327
From MaRDI portal
Publication:4929877
zbMath1195.62066MaRDI QIDQ4929877
Matthias Fischer, Marco Dörflinger
Publication date: 24 September 2010
Full work available at URL: http://pphmj.com/abstract/4999.htm
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
Related Items (3)
On the tail dependence in bivariate hydrological frequency analysis ⋮ Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study ⋮ Nonparametric estimation of general multivariate tail dependence and applications to financial time series
This page was built for publication:
