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

Mathematics

• Dependence Function 100%
• Tail Dependence 93%
• Robust Estimation 80%
• Estimator 41%
• Order Parameter 13%
• Robust Estimators 13%
• Consistent Estimator 12%
• Extreme Values 12%
• Outlier 11%
• Regularity Conditions 11%
• Tail 10%
• Two Parameters 9%
• Asymptotic Properties 9%
• Robustness 9%
• Simulation Study 8%
• Random variable 8%
• Observation 7%
• Alternatives 7%
• Performance 6%
• Characterization 6%
• Estimate 5%
• Model 3%

Business & Economics

• Robust Estimation 92%
• Tail Dependence 89%
• Estimator 54%
• Robust Estimators 13%
• Outliers 13%
• Asymptotic Properties 12%
• Robustness 12%
• Extreme Values 11%
• Finite Sample 10%
• Random Variables 9%
• Regularity 9%
• Simulation Study 9%
• Characterization 7%
• Trade-offs 7%
• Alternatives 4%
• Performance 3%