The Annals of Applied Statistics

Nonstationary modelling of tail dependence of two subjects’ concentration

Kshitij Sharma, Valérie Chavez-Demoulin, and Pierre Dillenbourg

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Title: Nonstationary modelling of tail dependence of two subjects’ concentration
Author: Kshitij Sharma, Valérie Chavez-Demoulin, and Pierre Dillenbourg
Source: Ann. Appl. Stat.
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