Robust nonparametric estimation of the conditional tail dependence coefficient.

MLA

Goegebeur, Yuri, et al. “Robust Nonparametric Estimation of the Conditional Tail Dependence Coefficient.” Journal of Multivariate Analysis, vol. 178, July 2020, p. N.PAG. EBSCOhost, https://doi.org/10.1016/j.jmva.2020.104607.

APA

Goegebeur, Y., Guillou, A., Ho, N. K. L., & Qin, J. (2020). Robust nonparametric estimation of the conditional tail dependence coefficient. Journal of Multivariate Analysis, 178, N.PAG. https://doi.org/10.1016/j.jmva.2020.104607

Chicago

Goegebeur, Yuri, Armelle Guillou, Nguyen Khanh Le Ho, and Jing Qin. 2020. “Robust Nonparametric Estimation of the Conditional Tail Dependence Coefficient.” Journal of Multivariate Analysis 178 (July): N.PAG. doi:10.1016/j.jmva.2020.104607.