Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders
Work
Year: 2013
Type: book-chapter
Source: Lecture notes in statistics
Author Haijun Li
Institution Washington State University
Cites: 36
Cited by: 9
Related to: 10
FWCI: 1.161
Citation percentile (by year/subfield): 95.06
Subfield: Finance
Domain: Social Sciences
Open Access status: closed