//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Tilburg University, Center for Economic Research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Method of moments"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
method of moments
2
tail dependence
2
asymptotic normality
1
asymptotic properties
1
confidence regions
1
elliptical copula
1
elliptical distribution
1
goodness-of-fit test
1
meta-elliptical distribution
1
meta-elliptical model
1
multivariate extremes
1
semi-parametric model
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Krajina, A.
2
Einmahl, John
1
Segers, J.J.J.
1
Institution
All
Tilburg University, Center for Economic Research
National Bureau of Economic Research
28
Centre for Microdata Methods and Practice <London>
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Federal Reserve Bank of San Francisco
3
Industrial Relations Section, Department of Economics
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Cowles Foundation for Research in Economics, Yale University
2
Econometric Society
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
Massachusetts Institute of Technology / Department of Economics
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Université de Montréal / Département de sciences économiques
2
Amternes og Kommunernes Forskningsinstitut <Kopenhagen>
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Analytical Finance <Århus>
1
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for Microdata Methods and Practice (CEMMAP)
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Department of Economics, Boston College
1
Department of Economics, City University
1
Department of Economics, University of Victoria
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Deutsche Bundesbank
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
East Asian Bureau of Economic Research (EABER)
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Escuela de Graduados en Administración Pública y Políticas Públicas (EGAP), Instituto Tecnológico y de Estudios Superiores de Monterrey (ITESM)
1
European Association of Agricultural Economists - EAAE
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Chicago / Research Dept
1
Federal Reserve Bank of Cleveland
1
Goethe-Universität Frankfurt am Main
1
more ...
less ...
Published in...
All
Discussion Paper / Tilburg University, Center for Economic Research
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models
Krajina, A.
-
Tilburg University, Center for Economic Research
-
2009
An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation parameter. The correlation parameter can be...
Persistent link: https://www.econbiz.de/10011090470
Saved in:
2
A Method of Moments Estimator of Tail Dependence
Einmahl, John
;
Krajina, A.
;
Segers, J.J.J.
-
Tilburg University, Center for Economic Research
-
2007
AMS 2000 subject classifications: 60G70, 62H12, 62H15, 62F05, 62F12, 62F25.
Persistent link: https://www.econbiz.de/10011091710
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->