Best attainable rates of convergence for estimators of the stable tail dependence function (Q1383910)
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scientific article; zbMATH DE number 1139690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Best attainable rates of convergence for estimators of the stable tail dependence function |
scientific article; zbMATH DE number 1139690 |
Statements
Best attainable rates of convergence for estimators of the stable tail dependence function (English)
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29 January 2001
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asymptotic normality
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bivariate extreme value distribution
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domain of attraction
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rate of convergence
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stable tail dependence function
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tail empirical dependence function
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