swMATH8263MaRDI QIDQ20273FDOQ20273
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Official website: http://cran.uvigo.es/web/packages/VaR/VaR.pdf
Cited In (7)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- Vector generalized linear and additive extreme value models
- mathStatica
- GUIDE
- The distance correlation \(t\)-test of independence in high dimension
- An \texttt{R} package for value at risk and expected shortfall
- Weak convergence of the tail empirical process for dependent sequences
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