Testing Extreme Value Copulas to Estimate the Quantile
Year of publication: |
2013
|
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Authors: | Bahraoui, Zuhair |
Other Persons: | Bolancé, Catalina (contributor) ; Perez, Ana Maria (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Schätztheorie | Estimation theory | Ausreißer | Outliers | Risikomaß | Risk measure | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (31 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 28, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2361163 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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