- Title:
Dependence estimation and visualization in multivariate extremes with applications to financial data.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Hsing, T., Klüppelberg, C., Kuhn, G.
- Journal title:
- Extremes
- Year:
- 2004
- Journal volume:
- 7
- Journal issue:
- 2
- Pages contribution:
- 99-121.
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
- BibTeX