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Testing for Tail Independence in Extreme Value models
Falk, Michael; Michel, René - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 261-290
Persistent link: https://www.econbiz.de/10005395813
Cover Image
Testing for Tail Independence in Extreme Value models
Falk, Michael; Michel, René - In: Annals of the Institute of Statistical Mathematics : AISM 58 (2006) 2, pp. 261-290
Persistent link: https://www.econbiz.de/10007264251