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Results for Asymptotic dependence
Publications & Outputs
Portfolio risk assessment using multivariate extreme value methods
Hilal, S.
,
Poon, S-H.
&
Tawn, J.
,
12/2014
,
In:
Extremes.
17
,
4
,
p. 531-556
26 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation.
Eastoe, E. F.
,
Heffernan, J. E.
&
Tawn, J. A.
,
03/2014
,
In:
Extremes.
17
,
1
,
p. 25-43
19 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review