Bias-corrected and robust estimation of the bivariate stable tail dependence function

Bias-corrected estimation of stable tail dependence function

(2016) Jan Beirlant et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Bias correction in multivariate extremes

(2015) Anne-Laure Fougères et al.   ANNALS OF STATISTICS

Robust and bias-corrected estimation of the coefficient of tail dependence

(2014) Christophe Dutang et al.   INSURANCE MATHEMATICS & ECONOMICS

An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index

(2013) Goedele Dierckx et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence

(2012) YURI GOEGEBEUR et al.   SCANDINAVIAN JOURNAL OF STATISTICS

New estimators of the Pickands dependence function and a test for extreme-value dependence

(2011) Axel Bücher et al.   ANNALS OF STATISTICS

Bias-reduced estimators for bivariate tail modelling

(2011) J. Beirlant et al.   INSURANCE MATHEMATICS & ECONOMICS

Second-order refined peaks-over-threshold modelling for heavy-tailed distributions

(2009) Jan Beirlant et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE