A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (Q5140081)
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scientific article; zbMATH DE number 7285043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE |
scientific article; zbMATH DE number 7285043 |
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A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE (English)
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13 December 2020
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copula
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maximal tail dependence
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statistical estimation
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Kendall's distribution
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