Robust tail dependence estimation for bivariate models. This package is based on two papers by the authors:'Robust and bias-corrected estimation of the coefficient of tail dependence' and 'Robust and bias-corrected estimation of probabilities of extreme failure sets'. This work was supported by a research grant (VKR023480) from VILLUM FONDEN and an international project for scientific cooperation (PICS-6416).
|Author||Christophe Dutang [aut, cre], Armelle Guillou [ctb], Yuri Goegebeur [ctb]|
|Maintainer||Christophe Dutang <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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