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Properties of extremal dependence models built on bivariate max-linearity (2017)

First Author: Kereszturi M

Attributed to: Lancaster University - Equipment Account funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jmva.2016.12.001

Publication URI: http://dx.doi.org/10.1016/j.jmva.2016.12.001

Type: Journal Article/Review

Parent Publication: Journal of Multivariate Analysis