Local Estimation of the Conditional Stable Tail Dependence Function
نویسندگان
چکیده
منابع مشابه
Tail dependence for weighted mean of two copula function
In this paper, we study the properties of power weighted means, arithmetic, geometry and harmonic for two copulas.
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2018
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12315