Quantile correlation coefficient: a new tail dependence measure
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Publication:2165833
DOI10.1007/S00362-021-01268-7OpenAlexW3209424892MaRDI QIDQ2165833
Publication date: 23 August 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.06200
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