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Covariance and correlation / Data analysis / Multivariate statistics / Copula / Normal distribution / Pearson product-moment correlation coefficient / Cumulative distribution function / Correlation and dependence / Bootstrapping / Statistics / Statistical dependence / Actuarial science


OXFORD UNIVERSITY PRESS LTD JOURNAL), 1–26 doi:OUP Journal/XXX000 Beyond dimension two: A test for higher-order tail risk Carsten Bormann1 , Julia Schaumburg 2 , and Melanie Schienle3 1
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Document Date: 2015-03-10 04:16:01

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File Size: 1,45 MB

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