A note on nonparametric estimation of bivariate tail dependence (Q2247935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on nonparametric estimation of bivariate tail dependence |
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A note on nonparametric estimation of bivariate tail dependence (English)
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30 June 2014
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asymptotic variance
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nonparametric estimation
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rank-based inference
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tail copula
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tail dependence
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