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Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1057545
Description: This paper studies the general multivariate dependence and tail dependence of a random vector. We analyse the dependence of variables going up or down, covering the 2d orthants of dimension d and acco ... More
Reviewed: Reviewed
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/353154
Description: In order to analyse the entire tail dependence structure among random variables in a multidimensional setting, we present and study several nonparametric estimators of general tail dependence function ... More
Reviewed: Reviewed
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