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Year of Publication | Title | Author(s) |
---|---|---|
2006 | Estimating tail dependence of elliptical distributions | Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang |
2006 | Multivariate tail copula: modeling and estimation | Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang |
year of Publication
- 2 2006