Tail-weighted dependence measures with limit being the tail...

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Tail-weighted dependence measures with limit being the tail dependence coefficient

Lee, David, Joe, Harry, Krupskii, Pavel
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Language:
english
Journal:
Journal of Nonparametric Statistics
DOI:
10.1080/10485252.2017.1407414
Date:
December, 2017
File:
PDF, 2.50 MB
english, 2017
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