Robust Tail Dependence Estimation
The Extended Pareto Distribution
The Eyraud Farlie Gumbel Morgenstern Distribution
The Frank Distribution
The Frechet Distribution
The Minimum Distance Power Divergence statistics
The QQ Pareto plot
Data object used for a Tail Dependence model
Data object used for a Tail Dependence model
Fitting a Tail Dependence model with a Robust Estimator
The Z-value random variable
The unit Pareto Distribution
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).