Tail-weighted dependence measures with limit being the tail dependence coefficient
David Lee, Harry Joe, Pavel Krupskii
Journal of Nonparametric Statistics | TAYLOR & FRANCIS LTD | Published : 2018
Awarded by NSERC Discovery Grant
This research has been supported by UBC's Four Year Doctoral Fellowship, NSERC Discovery Grant 8698, a Collaborative Research Team grant for the project: Copula Dependence Modelling: Theory and Applications of the Canadian Statistical Sciences Institute, and the King Abdullah University of Science and Technology.