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 Journal/Magazine › Journal article › peer-review

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 Journal/Magazine › Journal article › peer-review

3. Concomitant tail behaviour for extremes

   Ledford, A. W. & Tawn, J. A., 31/03/1998, In: Advances in Applied Probability. 30, 1, p. 197-215 19 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review