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A continuous updating weighted least squares estimator of tail dependence in high dimensions

Bibliographic reference Einmahl, John H. J. ; Kiriliouk, Anna ; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions. In: Extremes : statistical theory and applications in science, engineering and economics, , p. (n/a-n/a) (2017)
Permanent URL http://hdl.handle.net/2078.1/189240
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