A comparison of dependence function estimators in multivariate extremes

Sabrina Vettori, Raphaël Huser, Marc G. Genton. A comparison of dependence function estimators in multivariate extremes. Statistics and Computing, 28(3):525-538, 2018. [doi]

Authors

Sabrina Vettori

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Raphaël Huser

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Marc G. Genton

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