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Results for Coefficient of tail dependence

Publications & Outputs

  1. Self-consistent estimation of conditional multivariate extreme distributions

    Liu, Y. & Tawn, J., 05/2014, In : Journal of Multivariate Analysis. 127, p. 19-35 17 p.

    Research output: Contribution to journalJournal article

  2. Volatility model selection for extremes of financial time series

    Liu, Y. & Tawn, J. A., 03/2013, In : Journal of Statistical Planning and Inference. 143, 3, p. 520-530 11 p.

    Research output: Contribution to journalJournal article