Estimating the Coefficient of Asymptotic Tail Independence: a Comparison of Methods.

Autor: Ferreira, Marta1 msferreira@math.uminho.pt
Zdroj: Advances in Methodology & Statistics / Metodološki Zvezki. 2016, Vol. 13 Issue 2, p101-116. 16p. 3 Charts, 5 Graphs.
Databáze: Academic Search Ultimate