Bootstrap approximation of tail dependence function

Journal of Multivariate Analysis

Volumn 99, Issue 8, 2008, Pages 1807-1824

  Peng, Liang ^a   Qi, Yongcheng ^b  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

62G09; 62G32; Bootstrap; Confidence band; Dependence function; Extremes; Tail empirical process

Indexed keywords

EID: 48549084728     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.01.018     Document Type: Article

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