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Large-sample tests of extreme-value dependence for multivariate copulas

Bibliographic reference Kojadinovic, Jean D. ; Segers, Johan ; Yan, Yun. Large-sample tests of extreme-value dependence for multivariate copulas. ISBA Discussion Paper ; 2011/12 (2011) 19 pages
Permanent URL http://hdl.handle.net/2078.1/75880