Bias-corrected and robust estimation of the bivariate stable tail dependence function
type: Item
instance of: scholarly article
title: Bias-corrected and robust estimation of the bivariate stable tail dependence function
zbMATH Open document ID: 1382.62024
author: Mikael Escobar-Bach
author: Yuri Goegebeur
author: Armelle Guillou
author: Alexandre You
published in: Test
publication date: 2018-02-01T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6833481
zbMATH Keywords: multivariate extreme value statistics
zbMATH Keywords: stable tail dependence function
zbMATH Keywords: robustness
zbMATH Keywords: bias-correction
describes a project that uses: RTDE
MaRDI profile type: Publication
full work available at URL: s11749-016-0511-5
OpenAlex ID: W4300487156
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DOI: 10.1007/S11749-016-0511-5
description: scientific article; zbMATH DE number 6833481