Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540)

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Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
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    Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (English)
    14 October 2015
    Blomqvist's beta
    copula
    tail dependence
    asymptotic normality
    empirical copula
    asymptotic efficiency

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