@techreport{Fischer2006note,
abstract = {We present a non-parametric tail dependence estimator which arises naturally from a specific regression model. Above that, this tail dependence estimator also results from a specific copula mixture.},
address = {N\"{u}rnberg},
author = {Matthias J. Fischer and Marco D\"{o}rflinger},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; Upper tail dependence; nonparametric estimation; copula},
language = {eng},
number = {76/2006},
publisher = {Universit\"{a}t Erlangen-N\"{u}rnberg, Lehrstuhl f\"{u}r Statistik und empirische Wirtschaftsforschung},
title = {A note on a non-parametric tail dependence estimator},
type = {Diskussionspapiere // Friedrich-Alexander-Universit\"{a}t Erlangen-N\"{u}rnberg, Lehrstuhl f\"{u}r Statistik und \"{O}konometrie},
url = {http://hdl.handle.net/10419/29588},
year = {2006}
}
