A statistical methodology for assessing the maximal strength of tail dependence
by Ning Sun, Chen Yang and Ričardas Zitikis
| Year of publication: |
2020
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|---|---|
| Authors: | Sun, Ning ; Yang, Chen ; Zitikis, Ričardas |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 3, p. 799-825
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| Subject: | Copula | Kendall's distribution | maximal tail dependence | statistical estimation | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Statistische Methode | Statistical method | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.21 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307385