Communication Dans Un Congrès Année : 2019

Robust nonparametric estimation of the conditional tail dependence coefficient

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hal-03605079 , version 1 (10-03-2022)

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  • HAL Id : hal-03605079 , version 1

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Armelle Guillou. Robust nonparametric estimation of the conditional tail dependence coefficient. 12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019), Dec 2019, London, United Kingdom. ⟨hal-03605079⟩
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