Estimating asymptotic dependence functionals in multivariate regularly varying models
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Publication:1943759
DOI10.1007/s10986-012-9172-6zbMath1275.62073OpenAlexW2061772792MaRDI QIDQ1943759
Publication date: 21 March 2013
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/55254
Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Portfolio theory (91G10)
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