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 Journal/Magazine › Journal article › peer-review

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 Journal/Magazine › Journal article › peer-review

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 Journal/Magazine › Journal article › peer-review