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

@inproceedings{Beirlant2002SomeCO,
  title={Some comments on the estimation of a dependence index in bivariate extreme value statistics},
  author={Jan Beirlant and B. Vandewalle},
  year={2002}
}
The estimation of a dependence index introduced in bivariate extreme value methodology by Ledford and Tawn (Biometrika 83(1) (1996) 169) is discussed. It is argued that estimators with bad bias properties are to be avoided. In this spirit we also suggest a new estimator.