Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972): Difference between revisions

@@ Property / author @@
-Armelle Guillou
@@ Property / author: Armelle Guillou / rank @@
-Normal rank
@@ Property / author @@
+Armelle Guillou
@@ Property / author: Armelle Guillou / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9469.2012.00800.x
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@@ Property / OpenAlex ID @@
+W1546520084
@@ Property / OpenAlex ID: W1546520084 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail index estimation and an exponential regression model
+Normal rank
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+Bias-reduced estimators for bivariate tail modelling
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+Some comments on the estimation of a dependence index in bivariate extreme value statistics.
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+Bivariate tail estimation: dependence in asymptotic independence
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+A general class of estimators of the extreme value index
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+On Smooth Statistical Tail Functionals
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+A directory of coefficients of tail dependence
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+Estimating tails of probability distributions
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