Nonparametric estimation of the conditional tail copula
- 期刊名称Journal of Multivariate Analysis
- 作者Gardes, Laurent; Girard, Stéphane
- 卷第137卷
- 印刷ISSN0047-259X
- 文件大小607.15KB
- 发表时间2015-05
- DOI10.1016/j.jmva.2015.01.018
- 页码1-16
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