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Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams
- Source :
- Statistical Analysis and Data Mining: The ASA Data Science Journal. 13:14-30
- Publication Year :
- 2019
- Publisher :
- Wiley, 2019.
-
Abstract
- This article proposes a space‐efficient approximation to empirical tail dependence coefficients of an indefinite bivariate stream of data. The approximation, which has stream‐length invari...
- Subjects :
- Estimation
MathematicsofComputing_NUMERICALANALYSIS
Tail dependence
Bivariate analysis
STREAMS
Space (mathematics)
Computer Science Applications
Bivariate data
Streaming data
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
Computer Science::Multimedia
Applied mathematics
Analysis
Information Systems
Mathematics
Subjects
Details
- ISSN :
- 19321872 and 19321864
- Volume :
- 13
- Database :
- OpenAIRE
- Journal :
- Statistical Analysis and Data Mining: The ASA Data Science Journal
- Accession number :
- edsair.doi...........168cbd8ce875299f3a85ab437100c5e8
- Full Text :
- https://doi.org/10.1002/sam.11439