Results 291 to 294 of about 1,343,672 (294)

Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function

Journal of Multivariate Analysis, 1998
Holger Drees
exaly  

Nonparametric estimation of general multivariate tail dependence and applications to financial time series

Statistical Methods and Applications, 2014
Wing Lon Ng
exaly  

Quantile dependence: A generalization of upper and lower tail dependence

Fuzzy Sets and Systems
Ali Dastbaravarde, Ali Dolati
openaire   +2 more sources

Estimation of the coefficient of tail dependence in bivariate extremes

Statistics and Probability Letters, 1999
exaly