Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | Views | |
---|---|---|---|---|
Comparison of correlation-based measures of concordance in terms of asymptotic variance Journal:Journal of Multivariate Analysis | 24-Jun-2020 | |||
Measuring non-exchangeable tail dependence using tail copulas Journal:ASTIN Bulletin: The Journal of the IAA | 28-Feb-2023 |