Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9469.2012.00800.x/fullpdf
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4. Regular Variation
5. A moment estimator for the index of an extreme-value distribution;Dekkers;Ann. Statist.,1989
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