Tail-weighted dependence measures with limit being the tail dependence coefficient

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA

Enter the characters shown in the image.

User menu

You are here

  1. Department of Statistics
  2. Tail-weighted dependence measures with limit being the tail dependence coefficient

Tail-weighted dependence measures with limit being the tail dependence coefficient

TitleTail-weighted dependence measures with limit being the tail dependence coefficient
Publication TypeJournal Article
Year of Publication2018
AuthorsLee, D, Joe, H, Krupskii, P
JournalJournal of Nonparametric Statistics
Volume30
Pagination262-290
DOI10.1080/10485252.2017.1407414