Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369)

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Bias-corrected and robust estimation of the bivariate stable tail dependence function
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    Bias-corrected and robust estimation of the bivariate stable tail dependence function (English)
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    1 February 2018
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    multivariate extreme value statistics
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    stable tail dependence function
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    robustness
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    bias-correction
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