Japanese Joint Statistical Meeting 2021

Presentation information

企画セッション

[3BPM1] コピュラ研究の展開

Wed. Sep 8, 2021 1:00 PM - 3:00 PM Room B (B)

オーガナイザー:吉羽 要直(東京都立大) 座長:加藤 昇吾(統計数理研究所)

[3BPM1-04] Tail concordance measures: A fair assessment of tail dependence

〇小池 孝明1、加藤 昇吾1、Hofert Marius2 (1. 統計数理研究所、2. University of Waterloo)

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