Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/29588 
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dc.contributor.authorFischer, Matthias J.en
dc.contributor.authorDörflinger, Marcoen
dc.date.accessioned2009-12-02-
dc.date.accessioned2010-01-13T14:06:26Z-
dc.date.available2010-01-13T14:06:26Z-
dc.date.issued2006-
dc.identifier.urihttp://hdl.handle.net/10419/29588-
dc.description.abstractWe 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.en
dc.language.isoengen
dc.publisher|aFriedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie |cNürnbergen
dc.relation.ispartofseries|aDiskussionspapier |x76/2006en
dc.subject.ddc330en
dc.subject.keywordUpper tail dependenceen
dc.subject.keywordnonparametric estimationen
dc.subject.keywordcopulaen
dc.titleA note on a non-parametric tail dependence estimator-
dc.type|aWorking Paperen
dc.identifier.ppn614056446en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:faucse:762006en

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