A Note on a Non-Parametric Tail Dependence Estimator

Fischer M, Dörflinger M (2010)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2010

Journal

Far East Journal of Theoretical Statistics Pushpa Publishing

Book Volume: 32

Pages Range: 1-5

Journal Issue: 1

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

How to cite

APA:

Fischer, M., & Dörflinger, M. (2010). A Note on a Non-Parametric Tail Dependence Estimator. Far East Journal of Theoretical Statistics, 32(1), 1-5.

MLA:

Fischer, Matthias, and Marco Dörflinger. "A Note on a Non-Parametric Tail Dependence Estimator." Far East Journal of Theoretical Statistics 32.1 (2010): 1-5.

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