"Estimating a bivariate tail: A copula based approach."

Elena Di Bernardino, Véronique Maume-Deschamps, Clémentine Prieur (2013)

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DOI: 10.1016/J.JMVA.2013.03.020

access: open

type: Journal Article

metadata version: 2024-02-05

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Elena Di Bernardino, Véronique Maume-Deschamps, Clémentine Prieur:
Estimating a bivariate tail: A copula based approach. J. Multivar. Anal. 119: 81-100 (2013)

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