Tail dependence estimation based on smooth estimation of diagonal section
نویسندگان
چکیده
This paper is mainly developed around the diagonal section which strongly related to tail dependence coefficients as defined in Nelsen [19]. Hence, we propose a flexible method for estimating based on new smooth estimation of Bernstein polynomial approximation. To assess performance estimators conduct Monte-Carlo simulation study. As result study, both perform satisfactory performance. Also, methods are illustrated by real data examples.
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ژورنال
عنوان ژورنال: Communications Faculty of Sciences University of Ankara. Series A1: mathematics and statistics
سال: 2022
ISSN: ['1303-5991']
DOI: https://doi.org/10.31801/cfsuasmas.988076