"Extremal dependence of copulas: A tail density approach."

Haijun Li, Peiling Wu (2013)

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DOI: 10.1016/J.JMVA.2012.07.005

access: open

type: Journal Article

metadata version: 2021-02-17

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Haijun Li, Peiling Wu:
Extremal dependence of copulas: A tail density approach. J. Multivar. Anal. 114: 99-111 (2013)

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