Robust and unbiased estimation of the coefficient of tail dependence

Yuri Goegebeur, Armelle Guillou, Christophe Dutang

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

OriginalsprogEngelsk
TidsskriftInsurance: Mathematics and Economics
Vol/bind57
Sider (fra-til)46-57
ISSN0167-6687
StatusUdgivet - 2014

Citer dette

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Robust and unbiased estimation of the coefficient of tail dependence. / Goegebeur, Yuri; Guillou, Armelle; Dutang, Christophe.

I: Insurance: Mathematics and Economics, Bind 57, 2014, s. 46-57.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Robust and unbiased estimation of the coefficient of tail dependence

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - Dutang, Christophe

PY - 2014

Y1 - 2014

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VL - 57

SP - 46

EP - 57

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

SN - 0167-6687

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