Efficient Estimation in the Tails of Gaussian Copulas. Nagaraj, K., Xu, J., Pasupathy, R., & Ghosh, S. , 2016. Under review.Link Paper bibtex @article{2016nagetal,
author = {K. Nagaraj and J. Xu and R. Pasupathy and S. Ghosh},
title = {Efficient Estimation in the Tails of Gaussian Copulas},
journal = {},
year = {2016},
volume = {},
number = {},
month = {},
pages = {},
url_Link = {http://arxiv.org/abs/1607.01375},
url_Paper = {http://web.ics.purdue.edu/~pasupath/PAPERS/econorta.pdf},
note = {Under review.}}
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