Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case

DOI10.1111/j.1467-9469.2008.00602.xzbMath1195.62070OpenAlexW1601081745MaRDI QIDQ3552944

Claudia Klüppelberg, Gabriel Kuhn, Liang Peng

Publication date: 22 April 2010

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00602.x

zbMATH Keywords

tail indexelliptical copulaKendall's correlation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (32)

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Uses Software

• ismev

Cites Work

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