Multiplier bootstrap of tail copulas with applications

1 February 2011

Axel Bücher

Papers citing "Multiplier bootstrap of tail copulas with applications"

3 / 3 papers shown

Title
Empirical and sequential empirical copula processes under serial dependence Axel Bücher S. Volgushev 78 93 0 11 Nov 2011
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 133 239 0 09 Dec 2010
A method of moments estimator of tail dependence J. Einmahl A. Krajina Johan Segers 104 43 0 10 Oct 2007