Geometric interpretation of the residual dependence coefficient

2013/09/03 by Natalia Nolde · 3 citations
Economics, Econometrics and Finance · Mathematics · Environmental Science · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Hydrology and Drought Analysis

paper · doi:10.1016/j.jmva.2013.08.018

Citations

• Statistics for near independence in multivariate extreme values

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• Geometric modelling of spatial extremes
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