Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439): Difference between revisions

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Property / author: Christophe Dutang / rank
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Property / author: Christophe Dutang / rank
 
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Latest revision as of 15:01, 9 July 2024

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Robust and bias-corrected estimation of the coefficient of tail dependence
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    Robust and bias-corrected estimation of the coefficient of tail dependence (English)
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    28 January 2015
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    bias-correction
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    tail dependence
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    robustness
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    tail quantile process
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    insurance risk modelling
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