Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

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  1. Department of Statistics
  2. Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

TitleNonparametric estimation of multivariate tail probabilities and tail dependence coefficients
Publication TypeJournal Article
Year of Publication2019
AuthorsKrupskii, P, Joe, H
JournalJournal of Multivariate Analysis
Volume172
Pagination147-161
Date PublishedJUL
ISSN0047-259X
DOI10.1016/j.jmva.2019.02.013