Estimating the Coefficient of Asymptotic Tail Independence: a Comparison of Methods.
Autor: | Ferreira, Marta1 msferreira@math.uminho.pt |
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Zdroj: | Advances in Methodology & Statistics / Metodološki Zvezki. 2016, Vol. 13 Issue 2, p101-116. 16p. 3 Charts, 5 Graphs. |
Databáze: | Academic Search Ultimate |
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