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Local Estimation of the Conditional Stable Tail Dependence Function
Escobar-Bach, Mikael, Goegebeur, Yuri, Guillou, ArmelleLanguage:
english
Journal:
Scandinavian Journal of Statistics
DOI:
10.1111/sjos.12315
Date:
February, 2018
File:
PDF, 2.01 MB
english, 2018