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Results for coefficient of tail dependence - asymptotic independence - bivariate extreme value theory

Publications & Outputs

  1. A directory of coefficients of tail dependence.

    Heffernan, J. E., 09/2000, In: Extremes. 3, 3, p. 279-290 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review