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An M-Estimator For Tail Dependence In Arbitrary Dimensions

Bibliographic reference EINMAHL, John H.J. ; KRAJINA, Andrea ; Segers, Johan. An M-Estimator For Tail Dependence In Arbitrary Dimensions. ISBA Discussion Paper ; 2011/05 (2011) 23 pages
Permanent URL http://hdl.handle.net/2078.1/76454