Nonparametric tests for tail monotonicity
Betina Berghaus , Axel Bücher
| Year of publication: |
2014
|
|---|---|
| Authors: | Berghaus, Betina ; Bücher, Axel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 2, p. 117-126
|
| Subject: | Copula | Left tail decreasing | Multiplier bootstrap | Ranks | Tail monotonicity | Statistische Verteilung | Statistical distribution | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Verteilung | Multivariate distribution | Bootstrap-Verfahren | Bootstrap approach | Multiplikator | Multiplier | Ranking-Verfahren | Ranking method | Statistischer Test | Statistical test | Ausreißer | Outliers |
| 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://ebvufind01.dmz1.zbw.eu/10010433404