"Expansions of multivariate Pickands densities and testing the tail dependence."

Melanie Frick, Rolf-Dieter Reiss (2009)

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DOI: 10.1016/J.JMVA.2008.10.012

access: open

type: Journal Article

metadata version: 2021-02-17

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Melanie Frick, Rolf-Dieter Reiss:
Expansions of multivariate Pickands densities and testing the tail dependence. J. Multivar. Anal. 100(6): 1168-1181 (2009)

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