NONSTATIONARY MODELLING OF TAIL DEPENDENCE OF TWO SUBJECTS' CONCENTRATION

Sharma, KChavez-Demoulin, VDillenbourg, P2018-11-082018-11-082018-11-08201810.1214/17-AOAS1111https://infoscience.epfl.ch/handle/20.500.14299/150669WOS:000440054700025NONSTATIONARY MODELLING OF TAIL DEPENDENCE OF TWO SUBJECTS' CONCENTRATIONtext::journal::journal article::research article