Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Work
Year: 2020
Type: article
Authors Jaakko Lehtomaa, Sidney I. Resnick
Institutions University of Helsinki, Cornell University
Cites: 61
Cited by: 10
Related to: 10
FWCI: 1.741
Citation percentile (by year/subfield): 82.45
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze