Multivariate Tail Coefficients: Properties and Estimation. - Irène Gijbels; Vojtech Kika; Marek Omelka (Entropy, 2020)

On the specification of multivariate association measures and their behaviour with increasing dimension. - Irène Gijbels; Vojtech Kika; Marek Omelka (J. Multivar. Anal., 2021)