Conditional quantiles and tail dependence

Carole Bernard, Claudia Czado. Conditional quantiles and tail dependence. J. Multivariate Analysis, 138:104-126, 2015. [doi]

Authors

Carole Bernard

This author has not been identified. Look up 'Carole Bernard' in Google

Claudia Czado

This author has not been identified. Look up 'Claudia Czado' in Google