Title | Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients |
Publication Type | Journal Article |
Year of Publication | 2019 |
Authors | Krupskii, P, Joe, H |
Journal | Journal of Multivariate Analysis |
Volume | 172 |
Pagination | 147-161 |
Date Published | JUL |
ISSN | 0047-259X |
DOI | 10.1016/j.jmva.2019.02.013 |