Bias-corrected estimation of stable tail dependence function (Q900828)
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scientific article; zbMATH DE number 6523753
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| English | Bias-corrected estimation of stable tail dependence function |
scientific article; zbMATH DE number 6523753 |
Statements
Bias-corrected estimation of stable tail dependence function (English)
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23 December 2015
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multivariate extreme value statistics
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stable tail dependence function
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bias correction
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0.8934277892112732
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0.8538513779640198
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0.8507057428359985
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0.8166407942771912
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0.8072488307952881
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