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- W4300162065 abstract "The replacement of indicator functions by integrated beta kernels in the definition of the empirical stable tail dependence function is shown to produce a smoothed version of the latter estimator with the same asymptotic distribution but superior finite-sample performance. The link of the new estimator with the empirical beta copula enables a simple but effective resampling scheme." @default.
- W4300162065 created "2022-10-03" @default.
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- W4300162065 date "2017-09-12" @default.
- W4300162065 modified "2023-09-24" @default.
- W4300162065 title "An estimator of the stable tail dependence function based on the empirical beta copula" @default.
- W4300162065 doi "https://doi.org/10.48550/arxiv.1709.03794" @default.
- W4300162065 hasPublicationYear "2017" @default.
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