A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
2020 ◽
Vol 9
(6)
◽
pp. 108
1969 ◽
Vol 14
(6)
◽
pp. 765-766
◽
2017 ◽
Vol 24
(6)
◽
pp. 902-906
◽
2019 ◽
Vol 13
(4)
◽
pp. 4454-4463
◽