Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
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Publication:4911972
DOI10.1111/j.1467-9469.2012.00800.xzbMath1259.62037MaRDI QIDQ4911972
Yuri Goegebeur, Armelle Guillou
Publication date: 20 March 2013
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2012.00800.x
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
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