Tail-weighted dependence measures with limit being tail dependence coefficient

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Tail-weighted dependence measures with limit being tail dependence coefficient

TitleTail-weighted dependence measures with limit being tail dependence coefficient
Publication TypeJournal Article
Year of Publication2018
AuthorsLee, D, Joe, H, Krupskii, P
JournalJournal of Nonparametric Statistics
Volumeto appear
Date Published2018