Testing tail monotonicity by constrained copula estimation

Author:

Gijbels Irène,Sznajder Dominik

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference32 articles.

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2. When copulas and smoothing met: An interview with Irène Gijbels;Dependence Modeling;2023-01-01

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