Partial derivatives and confidence intervals of bivariate tail dependence functions

Business & Economics

• Confidence Interval 100%
• Tail Dependence 88%
• Derivatives 62%
• Estimator 43%
• Rare Events 18%
• Extreme Value Theory 17%
• Limiting Distribution 17%
• Mean Squared Error 16%
• Asymptotic Distribution 15%
• Simulation Study 13%

Mathematics

• Tail Dependence 92%
• Partial derivative 70%
• Confidence interval 56%
• Estimator 32%
• Multivariate Extremes 19%
• Extreme Value Theory 17%
• Rare Events 17%
• Mean Squared Error 13%
• Limiting Distribution 13%
• Coverage 13%
• Extremes 12%
• Asymptotic distribution 11%
• Simulation Study 9%
• Estimate 6%

Engineering & Materials Science

• Derivatives 55%