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Bias-corrected estimation of stable tail dependence function - MaRDI portal

Bias-corrected estimation of stable tail dependence function (Q900828)

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scientific article; zbMATH DE number 6523753
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Bias-corrected estimation of stable tail dependence function
scientific article; zbMATH DE number 6523753

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    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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