Hypothesis testing for tail dependence parameters on the boundary of the parameter space

Résultats de recherche: Contribution à un journal/une revueArticle

langue originaleFrançais
journalEconometrics and Statistics
étatAccepté/sous presse - 2019

Citer ceci

@article{1d421b762fa2476c8cdeff24ab79aaa2,
title = "Hypothesis testing for tail dependence parameters on the boundary of the parameter space",
author = "Anna Kiriliouk",
year = "2019",
language = "Fran{\cc}ais",
journal = "Econometrics and Statistics",
issn = "2468-0389",
publisher = "Elsevier",

}

Hypothesis testing for tail dependence parameters on the boundary of the parameter space. / Kiriliouk, Anna.

Dans: Econometrics and Statistics, 2019.

Résultats de recherche: Contribution à un journal/une revueArticle

TY - JOUR

T1 - Hypothesis testing for tail dependence parameters on the boundary of the parameter space

AU - Kiriliouk, Anna

PY - 2019

Y1 - 2019

M3 - Article

JO - Econometrics and Statistics

JF - Econometrics and Statistics

SN - 2468-0389

ER -