Robust nonparametric estimation of the conditional tail dependence coefficient

Matematik

• Tail Dependence 100%
• Robust Estimation 85%
• Nonparametric Estimation 77%
• Power Divergence 52%
• Air Pollution 52%
• Convergence in Probability 48%
• Pareto Distribution 45%
• Estimator 43%
• Simulation Experiment 40%
• Coefficient 36%
• Regularity Conditions 35%
• Asymptotic Normality 34%
• Covariates 31%
• Observation 23%
• Performance 21%

Erhverv og økonomi

• Tail Dependence 95%
• Nonparametric Estimation 93%
• Estimator 58%
• Coefficients 54%
• Pareto Distribution 51%
• Robust Estimation 49%
• Asymptotic Normality 48%
• Air Pollution 41%
• Simulation Experiment 40%
• Finite Sample 39%
• Covariates 37%
• Regularity 36%
• Divergence 34%
• Performance 14%