一、作者:Klüppelber, C., Kuhn, G., Peng, L.,
文献名:Estimating the tail dependence function of an elliptical distribution
杂志:Bernoulli 13 (1), 229-251
二、作者:Klüppelberg, C., Kuhn, G., Peng, L
文献名:Semi-parametric models for the multivariate tail dependence function-the asymptotically dependent case.
杂志:Scandinavian Journal of Statistics 35, 701-718
在线等待啊!
先在这里表示感谢啊!
[此贴子已经被作者于2009-5-12 9:47:12编辑过]