A practical way for estimating tail dependence functions

Statistica Sinica

Volumn 20, Issue 1, 2010, Pages 365-378

  Peng, Liang ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Bivariate extremes; Bootstrap; Tail dependence; Threshold

Indexed keywords

EID: 77949388236     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (26)

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