@article{a0444128073a48fbb4bbfa2e78929812,
title = "An estimator of the stable tail dependence function based on the empirical beta copula",
abstract = "The replacement of indicator functions by integrated beta kernels in the definition of the empirical 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.",
keywords = "Bernstein polynomial, Bootstrap, Brown–Resnick process, Copula, Empirical process, Max-linear model, Tail copula, Tail dependence, Weak convergence",
author = "Anna Kiriliouk and Johan Segers and Laleh Tafakori",
note = "Funding Information: J. Segers gratefully acknowledges funding by contract “Projet d{\textquoteright}Actions de Recherche Concert{\'e}es” No. 12/17-045 of the “Communaut{\'e} franc¸aise de Belgique” and by IAP research network Grant P7/06 of the Belgian government (Belgian Science Policy). Funding Information: A. Kiriliouk gratefully acknowledges support from the Fonds de la Recherche Scientifique (FNRS). J. Segers gratefully acknowledges funding by contract ?Projet d?Actions de Recherche Concert?es? No. 12/17-045 of the ?Communaut? fran?aise de Belgique? and by IAP research network Grant P7/06 of the Belgian government (Belgian Science Policy). L. Tafakori would like to thank the Australian Research Council for supporting this work through Laureate Fellowship FL130100039. Funding Information: L. Tafakori would like to thank the Australian Research Council for supporting this work through Laureate Fellowship FL130100039. Publisher Copyright: {\textcopyright} 2018, Springer Science+Business Media, LLC, part of Springer Nature. Copyright: Copyright 2018 Elsevier B.V., All rights reserved.",
year = "2018",
month = dec,
day = "1",
doi = "10.1007/s10687-018-0315-y",
language = "English",
volume = "22",
pages = "581--600",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer New York",
number = "4",
}