Asymptotically unbiased estimation of the coefficient of tail dependence

Yuri Goegebeur, Armelle Guillou

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalScandinavian Journal of Statistics
Volume40
Pages (from-to)174-189
ISSN0303-6898
DOIs
Publication statusPublished - 2013

Cite this

@article{16566d7d06d64b9093484c312617023d,
title = "Asymptotically unbiased estimation of the coefficient of tail dependence",
author = "Yuri Goegebeur and Armelle Guillou",
year = "2013",
doi = "10.1111/j.1467-9469.2012.00800.x",
language = "English",
volume = "40",
pages = "174--189",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley-Blackwell",

}

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

In: Scandinavian Journal of Statistics, Vol. 40, 2013, p. 174-189.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Asymptotically unbiased estimation of the coefficient of tail dependence

AU - Goegebeur, Yuri

AU - Guillou, Armelle

PY - 2013

Y1 - 2013

U2 - 10.1111/j.1467-9469.2012.00800.x

DO - 10.1111/j.1467-9469.2012.00800.x

M3 - Journal article

VL - 40

SP - 174

EP - 189

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

ER -