A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
Year of publication: |
2016
|
---|---|
Authors: | Einmahl, John H. J. |
Other Persons: | Kiriliouk, Anna (contributor) ; Segers, Johan (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | CentER Discussion Paper Series ; No. 2016-002 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2717531 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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