Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439): Difference between revisions
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Latest revision as of 13:57, 28 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust and bias-corrected estimation of the coefficient of tail dependence |
scientific article |
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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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