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An estimator of the stable tail dependence function based on the empirical beta copula

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Bibliographic reference Kiriliouk, Anna ; Segers, Johan ; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. In: Extremes, Vol. 21, no. 4, p. 581-600 (2018)
Permanent URL http://hdl.handle.net/2078.1/196605