Bootstrap approximation of tail dependence function

DOI10.1016/j.jmva.2008.01.018zbMath1284.62301OpenAlexW2145178927MaRDI QIDQ943615

Liang Peng, Yongcheng Qi

Publication date: 10 September 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.01.018

zbMATH Keywords

bootstrapdependence functionconfidence bandextremestail empirical process

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

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