Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369)
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scientific article; zbMATH DE number 6833481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-corrected and robust estimation of the bivariate stable tail dependence function |
scientific article; zbMATH DE number 6833481 |
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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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