"Nonparametric estimation of general multivariate tail dependence and ..."

Yuri Salazar, Wing Lon Ng (2015)

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DOI: 10.1007/S10260-014-0274-7

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type: Journal Article

metadata version: 2020-05-25

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Yuri Salazar, Wing Lon Ng:
Nonparametric estimation of general multivariate tail dependence and applications to financial time series. Stat. Methods Appl. 24(1): 121-158 (2015)

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