Bootstrap approximation of tail dependence function

Keyphrases

• Bootstrap Approximation 100%
• Tail Dependence Function 100%
• Simulation Study 20%
• Schmidt 20%
• Bootstrap 20%
• Nonparametric Estimation 20%
• Bootstrap Method 20%
• Tinbergen 20%
• Confidence Band 20%
• Mapping Approach 20%
• Empirical Distribution Function 20%
• Construction Approach 20%
• Rate of Approximation 20%
• Tail Dependence 20%
• Multivariate Extremes 20%
• Bivariate Extreme Value Theory 20%
• Multivariate Extreme Value Theory 20%

Mathematics

• Bootstrap Approximation 100%
• Tail Dependence Function 100%
• Simulation Study 20%
• Rare Event 20%
• Statistics 20%
• Bivariate 20%
• Confidence Band 20%
• Extreme Value 20%
• Empirical Distribution Function 20%
• Apply It 20%
• Nonparametric Estimation 20%
• Bootstrap Approach 20%
• Extreme Value Theory 20%
• Research Institute 20%