Estimating a bivariate tail: a copula based approach
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Cited in
(20)- An estimator of the stable tail dependence function based on the empirical beta copula
- Multiplier bootstrap of tail copulas with applications
- Bivariate tail estimation: dependence in asymptotic independence
- Parametric tail copula estimation and model testing
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
- A note on nonparametric estimation of bivariate tail dependence
- Bias-reduced estimators for bivariate tail modelling
- Partial derivatives and confidence intervals of bivariate tail dependence functions
- Copulas with given values on the tails
- On uniform tail expansions of bivariate copulas
- A method of moments estimator of tail dependence
- Estimation of the coefficient of tail dependence in bivariate extremes
- Estimation of the angular density in bivariate generalized Pareto models
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