Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/29588
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dc.contributor.authorFischer, Matthias J.en_US
dc.contributor.authorDörflinger, Marcoen_US
dc.date.accessioned2009-12-02en_US
dc.date.accessioned2010-01-13T14:06:26Z-
dc.date.available2010-01-13T14:06:26Z-
dc.date.issued2006en_US
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_US
dc.language.isoengen_US
dc.publisher|aUniversität Erlangen-Nürnberg, Lehrstuhl für Statistik und empirische Wirtschaftsforschung |cNürnbergen_US
dc.relation.ispartofseries|aDiskussionspapiere // Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie |x76/2006en_US
dc.subject.ddc330en_US
dc.subject.keywordUpper tail dependenceen_US
dc.subject.keywordnonparametric estimationen_US
dc.subject.keywordcopulaen_US
dc.titleA note on a non-parametric tail dependence estimatoren_US
dc.type|aWorking Paperen_US
dc.identifier.ppn614056446en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:faucse:762006-

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