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Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models

Bibliographic reference Kiriliouk, Anna. Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models. ISBA Discussion Paper ; 2017/27 (2017) 18 pages
Permanent URL http://hdl.handle.net/2078.1/189479