Results for Economic monetary union

Publications & Outputs

1. 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