Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation of the Tail-dependence Coefficient
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2012
ISSN: 0303-6898
DOI: 10.1111/j.1467-9469.2012.00800.x