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Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence - MaRDI portal

Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972)

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scientific article; zbMATH DE number 6147331
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Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
scientific article; zbMATH DE number 6147331

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    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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