Nonparametric estimation of tail dependence
Rafael Schmidt and Ulrich Stadtmüller
| Year of publication: |
Dec. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Schmidt, Rafael (contributor) ; Stadtmüller, Ulrich (contributor) |
| Institutions: | London School of Economics and Political Science (contributor) |
| Publisher: |
London : LSE |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | Online-Ressource, 31 p. = 1,94 MB, text ill |
|---|---|
| Series: | Research reports / LSE. - London, ZDB-ID 2109277-1. - Vol. 101 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001943616