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Robust and bias-corrected estimation of the coefficient of tail dependence

✍ Scribed by Dutang, Christophe; Goegebeur, Yuri; Guillou, Armelle

Book ID: 124133528
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 837 KB
Volume: 57
Category: Article
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2014.05.003

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