A note on tail dependence regression
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Publication:391808
DOI10.1016/j.jmva.2013.05.007zbMath1279.62213OpenAlexW3123954278MaRDI QIDQ391808
Deyuan Li, Hansheng Wang, Qing-Zhao Zhang
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.05.007
Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Statistics of extreme values; tail inference (62G32)
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