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CMAT-LABs

Estimating the coefficient of asymptotic tail independence: a comparison of methods

Advances in Methodology and Statistics

Journal Article

Marta Ferreira

Publication

Year of publication: 2016

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Campus de Gualtar
4710 - 057 Braga
Portugal

Phone: +351 253604367
Email: sec@cmat.uminho.pt

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This webpage was supported by FCT funds within project UID/MAT/00013/2013.