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Nonparametric Estimation of Extremal Dependence

Bibliographic reference Kiriliouk, Anna ; Segers, Johan ; Warchol, Michal. Nonparametric Estimation of Extremal Dependence . In: Dipak K. Dey, Jun Yan, Extreme Value Modeling and Risk Analysis: Methods and Applications, Taylor & Francis Group  2016, p. 353-369
Permanent URL http://hdl.handle.net/2078.1/180222