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:: Search published articles ::
Showing 1 results for Jabbari Noughabi

Mohammad Amini, Hadi Jabbari Noughabi, Mahla Ghasemnejad Farsangi,
Volume 6, Issue 2 (2-2013)
Abstract

In this paper, three new non-parametric estimator for upper tail dependence measure are introduced and it is shown that these estimators are consistent and asymptotically unbiased. Also these estimators are compared using the Mont Carlo simulation of three different copulas and present a new method in order to select the best estimator by applying the real data.


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مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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