Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (Q527123)

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Optimal number of upper order statistics used in estimation for the coefficient of tail dependence
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    Optimal number of upper order statistics used in estimation for the coefficient of tail dependence (English)
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    16 May 2017
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    coefficient of tail dependence
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    bias reduction
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    extended Pareto distribution
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    tail probability
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    copula
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    Hill estimator
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    moment estimator
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