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Expansions of multivariate Pickands densities and testing the tail dependence
Melanie Frick, Rolf-Dieter ReissVolume:
100
Année:
2009
Langue:
english
Pages:
14
DOI:
10.1016/j.jmva.2008.10.012
Fichier:
PDF, 828 KB
english, 2009