Bivariate tail estimation: dependence in asymptotic independence

Gerrit Draisma, H Drees, A Ferreira, Laurens de Haan

Research output: Contribution to journalArticleAcademicpeer-review

98 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)251-280
Number of pages30
JournalBernoulli
Volume10
Issue number2
DOIs
Publication statusPublished - 2004

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