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Modified marginal expected shortfall under asymptotic dependence
10.1093/biomet/asx005
000399798300021
Cai
J.-J.
author
Chavez-Demoulin
V.
author
Guillou
A.
author
article
2017-02-17
Biometrika
0006-3444
journal
104
1
243-249
Asymptotic dependence
Asymptotic normality
Infinite mean model
Marginal expected shortfall
Tsunami data
eng
60_published
peer-reviewed