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"Nonparametric estimation of the conditional tail copula."

Laurent Gardes, Stéphane Girard (2015)

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DOI: 10.1016/J.JMVA.2015.01.018

access: open

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/ma/GardesG15
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  - https://dblp.org/rec/journals/ma/GardesG15
Laurent Gardes, Stéphane Girard:
Nonparametric estimation of the conditional tail copula. J. Multivar. Anal. 137: 1-16 (2015)

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