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Nonparametric estimation of an extreme-value copula in arbitrary dimensions

Bibliographic reference Gudendorf, Gordon ; Segers, Johan. Nonparametric estimation of an extreme-value copula in arbitrary dimensions. In: Journal of Multivariate Analysis, Vol. 102, no. 1, p. 37-47 (2011)
Permanent URL http://hdl.handle.net/2078.1/34964