VaR
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Cited in
(7)- Weak convergence of the tail empirical process for dependent sequences
- An \texttt{R} package for value at risk and expected shortfall
- mathStatica
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- GUIDE
- The distance correlation \(t\)-test of independence in high dimension
- Vector generalized linear and additive extreme value models
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