Nonparametric estimation of the lower tail dependence λLin bivariate copulas

DOI10.1080/02664760500079217zbMath1121.62364OpenAlexW2081816470MaRDI QIDQ3591997

Friedrich Schmid, Jadran Dobrić

Publication date: 11 September 2007

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

Full work available at URL: https://doi.org/10.1080/02664760500079217

zbMATH Keywords

copulaempirical copula processnon-parametric estimationconsistency of estimatorssmall sample properties of estimatorslower tail dependence

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

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Cites Work

• Weak convergence of empirical copula processes
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