Asymptotically unbiased estimation of the coefficient of tail dependence (Q4911972)
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scientific article; zbMATH DE number 6147331
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| English | Asymptotically unbiased estimation of the coefficient of tail dependence |
scientific article; zbMATH DE number 6147331 |
Statements
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (English)
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20 March 2013
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bias-correction
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multivariate extremes
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second-order condition
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0.8711169958114624
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0.8400974273681641
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0.8318841457366943
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0.8302900791168213
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0.8220915794372559
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