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20042015
most citedStationary max-stable fields associated to negative definite functions

354 citations

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math.ST2015★ 30 cited

Bias correction in multivariate extremes

Anne-Laure Fougères, Laurens de Haan, Cécile Mercadier

The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in…