Extreme-Value Copulas
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-12465-5_6.pdf
Reference97 articles.
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3. Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J.: Statistics of extremes: Theory and Applications. Wiley Series in Probability and Statistics. John Wiley & Sons Ltd., Chichester (2004)
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