Bias-corrected and robust estimation of the bivariate stable tail dependence function
Crossref DOI link: https://doi.org/10.1007/s11749-016-0511-5
Published Online: 2016-11-19
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Escobar-Bach, Mikael
Goegebeur, Yuri
Guillou, Armelle
You, Alexandre
Funding for this research was provided by:
Villum Fonden (DK) (VKR023480)
PICS (PICS-6416)
License valid from 2016-11-19