| Tail Dependence Analysis Based on Selective Sample Data | |
| Sun Wenli; Li Shushan | |
| 2011 | |
| 会议名称 | 4th International Institute of Statistics and Management Engineering Symposium (IISMES) |
| 会议日期 | JUL 24-29, 2011 |
| 关键词 | Copula function Tail dependence analysis Tail dependence coefficient Tai sample data Fitting test for the tail |
| 页码 | 1396-+ |
| 收录类别 | CPCI-SSH |
| 会议录 | RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, PTS 1 AND 2
 |
| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6054521 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ Sci & Technol, Coll Informat Sci, Jinan 266510, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Sun Wenli,Li Shushan. Tail Dependence Analysis Based on Selective Sample Data[C]. 见:4th International Institute of Statistics and Management Engineering Symposium (IISMES). JUL 24-29, 2011. |
| 个性服务 |
| 查看访问统计 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
修改评论