Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence
| Year of publication: |
2007
|
|---|---|
| Authors: | Schmid, Friedrich ; Schmidt, Rafael |
| Published in: |
Metrika. - Springer. - Vol. 66.2007, 3, p. 323-354
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| Publisher: |
Springer |
| Subject: | Blomqvist’s beta | Copula | Tail dependence | Asymptotic normality | Empirical copula | Asymptotic efficiency | Primary 62H20 | Primary 62G20 | Secondary 62G30 | Secondary 62H10 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005602795