Projection estimators of Pickands dependence functions
Work
Year: 2008
Type: article
Source: Canadian Journal of Statistics
Institutions Sorbonne Université, Université de Strasbourg, UCLouvain
Cites: 33
Cited by: 42
Related to: 10
FWCI: 1.718
Citation percentile (by year/subfield): 94.37
Subfield: Finance
Domain: Social Sciences
Open Access status: closed