Bias-corrected estimation of stable tail dependence function

Jan Beirlant, Mikael Escobar-Bach, Yuri Goegebeur, Armelle Guillou. Bias-corrected estimation of stable tail dependence function. J. Multivariate Analysis, 143:453-466, 2016. [doi]

@article{BeirlantEGG16,
  title = {Bias-corrected estimation of stable tail dependence function},
  author = {Jan Beirlant and Mikael Escobar-Bach and Yuri Goegebeur and Armelle Guillou},
  year = {2016},
  doi = {10.1016/j.jmva.2015.10.006},
  url = {http://dx.doi.org/10.1016/j.jmva.2015.10.006},
  researchr = {https://researchr.org/publication/BeirlantEGG16},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {143},
  pages = {453-466},
}