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  • Search: subject:"tail copula estimation"
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Year of publication
Subject
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Ausreißer 1 Estimation theory 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Outliers 1 Probability theory 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 Wahrscheinlichkeitsrechnung 1 Zeitreihenanalyse 1 extreme value statistics 1 functional data 1 tail copula estimation 1 tail dependence 1 tail em-pirical process 1 uniform asymptotic normality 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Einmahl, John H. J. 1 Segers, Johan 1
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Discussion paper / Center for Economic Research, Tilburg University 1
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ECONIS (ZBW) 1
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Empirical tail copulas for functional data
Einmahl, John H. J.; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012161555
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