Testing for Tail Independence in Extreme Value models
| Year of publication: |
2006
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|---|---|
| Authors: | Falk, Michael ; Michel, René |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 58.2006, 2, p. 261-290
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