Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
type: Item
instance of: scholarly article
title: Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
zbMATH Open document ID: 1312.62116
author: Efthymios G. Tsionas
published in: Statistics \& Probability Letters
publication date: 2012-10-17T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6094473
zbMATH Keywords: multivariate stable distributions
zbMATH Keywords: tail dependence
zbMATH Keywords: principal directions
describes a project that uses: SYMSTB
MaRDI profile type: Publication
full work available at URL: j.spl.2012.06.030
OpenAlex ID: W1986916355
cites work: MULTIVARIATE STABLE FUTURES PRICES
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cites work: Estimation of stable spectral measures
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cites work: Q4301585
DOI: 10.1016/J.SPL.2012.06.030
description: scientific article; zbMATH DE number 6094473