Items where Author is "Salazar, Yuri"
![]() | Up a level |
Group by: Item Type | No Grouping
Number of items: 1.
Salazar, Yuri and Ng, Wing Lon (2015) Nonparametric estimation of general multivariate tail dependence and applications to financial time series. Statistical Methods & Applications, 24 (1). pp. 121-158. DOI https://doi.org/10.1007/s10260-014-0274-7