Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093)
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scientific article; zbMATH DE number 7075383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients |
scientific article; zbMATH DE number 7075383 |
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Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (English)
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2 July 2019
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copula
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extreme value
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tail expansion
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tail probability
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tail-weighted dependence
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threshold method
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