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"Multivariate directional tail-weighted dependence measures."

Xiaoting Li, Harry Joe (2024)

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DOI: 10.1016/J.JMVA.2024.105319

access: closed

type: Journal Article

metadata version: 2024-07-19

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Xiaoting Li, Harry Joe:
Multivariate directional tail-weighted dependence measures. J. Multivar. Anal. 203: 105319 (2024)

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