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Journal of Probability and Statistics
Volume 2014, Article ID 913621, 15 pages
http://dx.doi.org/10.1155/2014/913621
Research Article

An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence

1Department of Mathematics and Applications, Center of Mathematics, Minho University, Campus de Gualtar, 4710-057 Braga, Portugal
2Department of Mathematics and Applications, Minho University, Campus de Gualtar, 4710-057 Braga, Portugal

Received 29 January 2014; Accepted 2 July 2014; Published 21 July 2014

Academic Editor: Ricardas Zitikis

Copyright © 2014 Marta Ferreira and Sérgio Silva. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Marta Ferreira and Sérgio Silva, “An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence,” Journal of Probability and Statistics, vol. 2014, Article ID 913621, 15 pages, 2014. https://doi.org/10.1155/2014/913621.