论文信息 - Estimation of the coefficient of tail dependence in bivariate extremes - 字舞流文

Estimation of the coefficient of tail dependence in bivariate extremes

In this paper we shall give an alternative derivation of the coefficient of tail dependence introduced by Ledford and Tawn [1996, Biometrika 83, 169-187] and propose a consistent estimator, which is asymptotically normal.

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