Exceedance-based nonlinear regression of tail dependence

Linda Mhalla, Thomas Opitz, Valérie Chavez-Demoulin

Open source

DOI
10.1007/s10687-019-00342-6
Published
2019-01-30
Container
Extremes
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1007/s10687-019-00342-6,
  title = {Exceedance-based nonlinear regression of tail dependence},
  author = {Linda Mhalla and Thomas Opitz and Valérie Chavez-Demoulin},
  year = {2019},
  journal = {Extremes},
  doi = {10.1007/s10687-019-00342-6},
  url = {https://doi.org/10.1007/s10687-019-00342-6}
}

RIS

TY  - JOUR
TI  - Exceedance-based nonlinear regression of tail dependence
AU  - Linda Mhalla
AU  - Thomas Opitz
AU  - Valérie Chavez-Demoulin
PY  - 2019
JO  - Extremes
DO  - 10.1007/s10687-019-00342-6
UR  - https://doi.org/10.1007/s10687-019-00342-6
ER  - 

APA

Mhalla, L., Opitz, T., & Chavez-Demoulin, V. (2019). Exceedance-based nonlinear regression of tail dependence. Extremes. https://doi.org/10.1007/s10687-019-00342-6

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