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Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123)

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scientific article; zbMATH DE number 6715803
Language Label Description Also known as
English
Optimal number of upper order statistics used in estimation for the coefficient of tail dependence
scientific article; zbMATH DE number 6715803

    Statements

    title
    Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (English)
    0 references
    author
    Samah Betteka
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    B. Brahimi
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    publication date
    16 May 2017
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    zbMATH Keywords
    coefficient of tail dependence
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    bias reduction
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    extended Pareto distribution
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    tail probability
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    copula
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    Hill estimator
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    moment estimator
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    60G70
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    62H12
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    62G30
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    zbMATH DE Number
    6715803
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    OpenAlex ID
    W2607162769
    0 references
     
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