# Some comments on the estimation of a dependence index in bivariate extreme value statistics

**Type:** Papers  
**Canonical URL:** https://scholariq.org/papers/some-comments-on-the-estimation-of-a-dependence-index-in-bivariate-extreme-value/

## Facts

| Field | Value |
| --- | --- |
| Author Names | Jan Beirlant,Björn Vandewalle |
| Citations | 17 |
| DOI | 10.1016/s0167-7152(02)00281-x |
| Fields | Economics, Econometrics and Finance,Environmental Science,Mathematics |
| Open Access | false |
| OA Status | closed |
| OpenAlex ID | https://openalex.org/W1997650267 |
| Type | article |
| Year | 2002 |

## Paper authors

- [Björn Vandewalle](https://scholariq.org/researchers/bjorn-vandewalle/)

## Paper primary topic

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)

## Paper topics

- [Financial Risk and Volatility Modeling](https://scholariq.org/topics/financial-risk-and-volatility-modeling/)
- [Hydrology and Drought Analysis](https://scholariq.org/topics/hydrology-and-drought-analysis/)
- [Statistical Methods and Inference](https://scholariq.org/topics/statistical-methods-and-inference/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.