The simple econometrics of tail dependence
Year of publication: |
2012
|
---|---|
Authors: | Oordt, Maarten R. C. van ; Chen Zhou |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 116.2012, 3, p. 371-373
|
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Nichtparametrisches Verfahren | Nonparametric statistics |
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