Asymptotically unbiased estimation of the coefficient of tail dependence

Research output: Working paper › Research

Original language	English
Publisher	Syddansk Universitet. Institut for Matematik og Datalogi
Number of pages	32
Publication status	Published - 2011

Cite this

@techreport{4d750f98f50148008d0bcdbe37e780d2,

title = "Asymptotically unbiased estimation of the coefficient of tail dependence",

author = "Yuri Goegebeur and Armelle Guillou",

year = "2011",

language = "English",

publisher = "Syddansk Universitet. Institut for Matematik og Datalogi",

type = "WorkingPaper",

institution = "Syddansk Universitet. Institut for Matematik og Datalogi",

}