Robust and unbiased estimation of the coefficient of tail dependence

Yuri Goegebeur, Armelle Guillou, Christophe Dutang

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Insurance: Mathematics and Economics
Volume	57
Pages (from-to)	46-57
ISSN	0167-6687
Publication status	Published - 2014

Cite this

@article{5623b88942a14ee4a4307d3ce5e27a23,

title = "Robust and unbiased estimation of the coefficient of tail dependence",

author = "Yuri Goegebeur and Armelle Guillou and Christophe Dutang",

year = "2014",

language = "English",

volume = "57",

pages = "46--57",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier",

}