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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
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