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

Anna Kiriliouk, Johan Segers and Laleh Tafakori

No 2018033, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2018-01-01
Note: In : Extremes, vol. 21, no. 4, p. 581-600 (2018)
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