Robust and unbiased estimation of the coefficient of tail dependence

Yuri Goegebeur, Armelle Guillou, Christophe Dutang

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Insurance: Mathematics and Economics
Vol/bind	57
Sider (fra-til)	46-57
ISSN	0167-6687
Status	Udgivet - 2014

SDU link

@article{5623b88942a14ee4a4307d3ce5e27a23,

title = "Robust and unbiased estimation of the coefficient of tail dependence",

author = "Yuri Goegebeur and Armelle Guillou and Christophe Dutang",

year = "2014",

language = "English",

volume = "57",

pages = "46--57",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier",

}