Testing tail monotonicity by constrained copula estimation
| Year of publication: |
2013
|
|---|---|
| Authors: | Gijbels, Irène ; Sznajder, Dominik |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 2, p. 338-351
|