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~type_genre:"Graue Literatur"
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Ausreißer
5
Outliers
5
Statistical distribution
5
Statistische Verteilung
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stable tail dependence function
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4
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Bormann, Carsten
3
Schaumburg, Julia
3
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ECONIS (ZBW)
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A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
-
2016
based on a decomposition of the stable tail
dependence
function
describing multivariate tail dependence. The asymptotic …
Persistent link: https://www.econbiz.de/10011414706
Saved in:
3
A test for the portion of bivariate dependence in multivariate tail risk
Bormann, Carsten
;
Schienle, Melanie
;
Schaumburg, Julia
-
2014
the stable tail
dependence
function
, which is standard in extreme value theory for describing multivariate tail dependence …
Persistent link: https://www.econbiz.de/10010246746
Saved in:
4
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schienle, Melanie
;
Schaumburg, Julia
-
2014
than two. Our test statistic is based on a decomposition of the stable tail
dependence
function
, which is standard in …
Persistent link: https://www.econbiz.de/10010402973
Saved in:
5
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
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