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Results for coefficient of tail dependence

Publications & Outputs

  1. A new representation for multivariate tail probabilities

    Wadsworth, J. & Tawn, J., 2013, In : Bernoulli. 19, 5B, p. 2689-2714 26 p.

    Research output: Contribution to journalJournal article

  2. Hidden regular variation and the rank transform.

    Heffernan, J. E. & Resnick, S. I., 2005, In : Advances in Applied Probability. 37, 2, p. 393-414 22 p.

    Research output: Contribution to journalJournal article

  3. Concomitants of extremes.

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

    Research output: Contribution to journalJournal article