Asymptotically unbiased estimation of the coefficient of tail dependence

Yuri Goegebeur, Armelle Guillou

Publikation: Working paperForskning

OriginalsprogEngelsk
UdgiverSyddansk Universitet. Institut for Matematik og Datalogi
Antal sider32
StatusUdgivet - 2011

Citer dette

Goegebeur, Y., & Guillou, A. (2011). Asymptotically unbiased estimation of the coefficient of tail dependence. Syddansk Universitet. Institut for Matematik og Datalogi.
Goegebeur, Yuri ; Guillou, Armelle. / Asymptotically unbiased estimation of the coefficient of tail dependence. Syddansk Universitet. Institut for Matematik og Datalogi, 2011.
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Goegebeur, Y & Guillou, A 2011 'Asymptotically unbiased estimation of the coefficient of tail dependence' Syddansk Universitet. Institut for Matematik og Datalogi.

Asymptotically unbiased estimation of the coefficient of tail dependence. / Goegebeur, Yuri; Guillou, Armelle.

Syddansk Universitet. Institut for Matematik og Datalogi, 2011.

Publikation: Working paperForskning

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Goegebeur Y, Guillou A. Asymptotically unbiased estimation of the coefficient of tail dependence. Syddansk Universitet. Institut for Matematik og Datalogi. 2011.