Bias-corrected and robust estimation of the bivariate stable tail dependence function

Mikael Escobar-Bach, Yuri Goegebeur, Armelle Guillou, Alexandre You

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalTest
Volume26
Issue number2
Pages (from-to)284-307
ISSN1133-0686
DOIs
Publication statusPublished - 2017

Cite this

Escobar-Bach, Mikael ; Goegebeur, Yuri ; Guillou, Armelle ; You, Alexandre. / Bias-corrected and robust estimation of the bivariate stable tail dependence function. In: Test. 2017 ; Vol. 26, No. 2. pp. 284-307.
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title = "Bias-corrected and robust estimation of the bivariate stable tail dependence function",
author = "Mikael Escobar-Bach and Yuri Goegebeur and Armelle Guillou and Alexandre You",
year = "2017",
doi = "10.1007/s11749-016-0511-5",
language = "English",
volume = "26",
pages = "284--307",
journal = "Test",
issn = "1133-0686",
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Bias-corrected and robust estimation of the bivariate stable tail dependence function. / Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle; You, Alexandre.

In: Test, Vol. 26, No. 2, 2017, p. 284-307.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Bias-corrected and robust estimation of the bivariate stable tail dependence function

AU - Escobar-Bach, Mikael

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - You, Alexandre

PY - 2017

Y1 - 2017

U2 - 10.1007/s11749-016-0511-5

DO - 10.1007/s11749-016-0511-5

M3 - Journal article

VL - 26

SP - 284

EP - 307

JO - Test

JF - Test

SN - 1133-0686

IS - 2

ER -