Robust estimation of the conditional stable tail dependence function
Crossref DOI link: https://doi.org/10.1007/s10463-022-00839-1
Published Online: 2022-06-28
Published Print: 2023-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Goegebeur, Yuri
Guillou, Armelle
Qin, Jing
Text and Data Mining valid from 2022-06-28
Version of Record valid from 2022-06-28
Article History
Received: 18 November 2021
Revised: 28 March 2022
Accepted: 24 May 2022
First Online: 28 June 2022
Declaration
:
: The authors declare no conflicts of interest.