Parametric tail copula estimation and model testing
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Publication:928859
DOI10.1016/j.jmva.2007.08.003zbMath1141.62011OpenAlexW2052052930MaRDI QIDQ928859
Liang Peng, Cláudia Neves, Laurens De Haan
Publication date: 11 June 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.08.003
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Point estimation (62F10)
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