Estimating tail dependence of elliptical distributions
Year of publication: |
2006
|
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Authors: | Klüppelberg, Claudia ; Kuhn, Gabriel ; Peng, Liang |
Publisher: |
München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen |
Subject: | asymptotic normality | elliptical distribution | regular variation | tail copula | tail dependence function |
Series: | Discussion Paper ; 470 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5282/ubm/epub.1838 [DOI] 510829848 [GVK] hdl:10419/31120 [Handle] |
Source: |
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