Nonparametric estimation of the lower tail dependence λ<sub><i>L</i></sub>in bivariate copulas (Q3591997)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the lower tail dependence λ<sub><i>L</i></sub>in bivariate copulas |
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Nonparametric estimation of the lower tail dependence λ<sub><i>L</i></sub>in bivariate copulas (English)
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11 September 2007
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copula
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lower tail dependence
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non-parametric estimation
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empirical copula process
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consistency of estimators
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small sample properties of estimators
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