A continuous updating weighted least squares estimator of tail dependence in high dimensions

Mathematics

• Asymptotic Distribution 50%
• Bases 50%
• Calculate 50%
• Covariance Matrix 50%
• Distance Estimator 50%
• Fit Statistic 50%
• Goodness of Fit Test 50%
• Higher Dimensions 100%
• Matching 50%
• Minimum Distance 100%
• Monte Carlo Simulation 50%
• Parameters 50%
• Samples 100%
• Sampling Scheme 50%
• Square Estimator 100%
• Stock Market 50%
• Structural Equation Model 50%
• Tail Dependence Function 50%
• Weighted Least Squares 100%
• Wide Range 50%