Journal article

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

University of Melbourne Researchers

Grants

Awarded by NSERC Discovery Grant


Funding Acknowledgements

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.