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Results for Coefficient of tail dependence
Publications & Outputs
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
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
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