//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Asymmetric least squares estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Tail copula"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asymmetric least squares estimation
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Tail copula
6
tail copula
5
Theorie
4
Theory
4
tail dependence
4
Statistical test
3
Statistischer Test
3
Time series analysis
3
Zeitreihenanalyse
3
Ausreißer
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Martingal
2
Martingale
2
Outliers
2
Sampling
2
Schätztheorie
2
Stichprobenerhebung
2
Tail dependence
2
tail dependence function
2
Asymptotic normality
1
Asymptotic variance
1
Confidence interval
1
Copula
1
Covariate
1
Dependence modeling
1
Distribution-free testing
1
Elliptical copula
1
Elliptical distribution
1
Empirical likelihood
1
Extremal dependence
1
Jackknife
1
Kendall's tau
1
Location-scale models
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Davison, Anthony C.
1
Padoan, Simone A.
1
Stupfler, Gilles
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->