Yuri Goegebeur, Armelle Guillou, Nguyen Khanh Le Ho, Jing Qin. Robust nonparametric estimation of the conditional tail dependence coefficient. J. Multivariate Analysis, 178:104607, 2020. [doi]
@article{GoegebeurGHQ20,
title = {Robust nonparametric estimation of the conditional tail dependence coefficient},
author = {Yuri Goegebeur and Armelle Guillou and Nguyen Khanh Le Ho and Jing Qin},
year = {2020},
doi = {10.1016/j.jmva.2020.104607},
url = {https://doi.org/10.1016/j.jmva.2020.104607},
researchr = {https://researchr.org/publication/GoegebeurGHQ20},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {178},
pages = {104607},
}