A note on tail dependence regression (Q391808)

From MaRDI portal





scientific article; zbMATH DE number 6244511
Language Label Description Also known as
English
A note on tail dependence regression
scientific article; zbMATH DE number 6244511

    Statements

    A note on tail dependence regression (English)
    0 references
    0 references
    0 references
    0 references
    13 January 2014
    0 references
    approximate maximum likelihood estimation
    0 references
    tail dependence index
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references