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An estimator of the stable tail dependence function based on the empirical beta copula

Published Online: 2018-03-22

Published Print: 2018-12

Authors

Kiriliouk, Anna

Segers, Johan http://orcid.org/0000-0002-0444-689X
Tafakori, Laleh
Funding

Funding for this research was provided by:

Fonds De La Recherche Scientifique - FNRS

Australian Research Council
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Text and Data Mining valid from 2018-03-22

Version of Record valid from 2018-03-22
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Article History

Received: 12 September 2017

Revised: 19 January 2018

Accepted: 13 March 2018

First Online: 22 March 2018

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