Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112)
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scientific article; zbMATH DE number 7946061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimator of the tail dependence coefficient: balancing bias and variance |
scientific article; zbMATH DE number 7946061 |
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Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (English)
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18 November 2024
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tail dependence coefficient
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nonparametric estimation
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copula
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censored likelihood
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