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1997
Accès interdit
Marquet, Jacques
2009
Document de travail (Working Paper)
Germain, Marc
Segers, Johan
Author
1
Einmahl, John
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1
Kiriliouk, Anna
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1
Portier, François
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Date
1
2016
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2015
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results.
WorkingPaper
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John
Kiriliouk, Anna
[UCL]
Segers, Johan
[UCL]
(2016)
WorkingPaper
On the weak convergence of the empirical conditional copula under a simplifying assumption
Portier, François
[UCL]
Segers, Johan
[UCL]
(2015)