Interval estimation for a measure of tail dependence
Aiai Liu; Yanxi Hou; Liang Peng
| Year of publication: |
2015
|
|---|---|
| Authors: | Liu, Aiai ; Hou, Yanxi ; Peng, Liang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 294-305
|
| Subject: | Conditional Kendall's tau | Interval estimation | Jackknife empirical likelihood | Tail dependence | Extreme events | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398079