A Method of Moments Estimator of Tail Dependence
Year of publication: |
2007
|
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Authors: | Einmahl, John H. J. ; Krajina, Andrea ; Segers, Johan |
Publisher: |
[S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Theorie | Theory | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (32 p) |
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Series: | CentER Discussion Paper ; No. 2007-80 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1025397 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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