Robust Nonparametric Estimation of the Conditional Tail Dependence Coefficient

Journal of Multivariate Analysis - United States
doi 10.1016/j.jmva.2020.104607
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Nonparametric Estimation of the Conditional Tail Index and Extreme Quantiles Under Random Censoring

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2014English

Nonparametric Conditional Estimation

1987English

Methods of Tail Dependence Estimation

Water Science and Technology Library
2012English

Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes

Sequential Analysis
ModelingStatisticsProbabilitySimulation
2005English

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

Journal of Business and Economic Statistics
EconomicsProbabilityUncertaintySocial SciencesStatisticsEconometrics
2017English

Nonparametric Estimation of Conditional Medians for Linear and Related Processes

Annals of the Institute of Statistical Mathematics
StatisticsProbability
2008English

Nonparametric Estimation and Inference for Conditional Density Based Granger Causality Measures

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2014English

Nonparametric Estimation of the Average Availability

Communications in Statistics - Theory and Methods
StatisticsProbability
2009English

Nonparametric Diagnostic Test for Conditional Logistic Regression

Journal of Biometrics & Biostatistics
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy