Best attainable rates of convergence for estimates the stable tail dependence function

H Drees, X Huang

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages22
EditionEconometric Institute 9604/A
Publication statusPublished - 1996

Publication series

SeriesEconometric Institute
Volume9604/A

Research programs

  • EUR ESE 13

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