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]