Robust nonparametric estimation of the conditional tail dependence coefficient. - Yuri Goegebeur; Armelle Guillou; Nguyen Khanh Le Ho; Jing Qin 006 (J. Multivar. Anal., 2020)

Nonparametric estimation of conditional marginal excess moments. - Yuri Goegebeur; Armelle Guillou; Nguyen Khanh Le Ho; Jing Qin 006 (J. Multivar. Anal., 2023)