Quantile curves and dependence structure for bivariate distributions
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 51 (2007)
Issue (Month): 10 (June)
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Web page: http://www.elsevier.com/locate/csda
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Insurance: Mathematics and Economics,
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- Elena Di Bernardino & Thomas Laloë & Véronique Maume-Deschamps & Clémentine Prieur, 2013. "Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory," Post-Print hal-00580624, HAL.
- Cousin, Areski & Di Bernardino, Elena, 2013. "On multivariate extensions of Value-at-Risk," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 32-46.
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- Areski Cousin & Elena Di Bernadino, 2013. "On Multivariate Extensions of Value-at-Risk," Working Papers hal-00638382, HAL.
- Elena Di Bernardino & Didier Rullière, 2014. "Estimation of multivariate critical layers: Applications to hydrological data," Working Papers hal-00940089, HAL.
- Areski Cousin & Elena Di Bernadino, 2011. "On Multivariate Extensions of Value-at-Risk," Papers 1111.1349, arXiv.org, revised Apr 2013.
- Fernández-Ponce, J.M. & Pellerey, F. & Rodríguez-Griñolo, M.R., 2011. "On a new NBUE property in multivariate sense: An application," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3283-3294, December.
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