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

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  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