Login / Signup

Robust nonparametric estimation of the conditional tail dependence coefficient.

Yuri GoegebeurArmelle GuillouNguyen Khanh Le HoJing Qin
Published in: J. Multivar. Anal. (2020)
Keyphrases
  • nonparametric estimation
  • multiscale
  • machine learning
  • knowledge discovery
  • least squares
  • closed form
  • robust estimation
  • random field model