Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

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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