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
|
Publisher: |
Springer |
Subject: | Blomqvist’s beta | Copula | Tail dependence | Asymptotic normality | Empirical copula | Asymptotic efficiency | Primary 62H20 | Primary 62G20 | Secondary 62G30 | Secondary 62H10 |
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