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

Bibliographic reference Kiriliouk, Anna ; Segers, Johan ; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. ISBA Discussion Paper ; 2017/28 (2017)
Permanent URL http://hdl.handle.net/2078.1/189492