2

A method of moments estimator of tail dependence

Year:
2008
Language:
english
File:
PDF, 321 KB
english, 2008
3

Estimating extreme bivariate quantile regions

Year:
2013
Language:
english
File:
PDF, 752 KB
english, 2013
6

An M-estimator for tail dependence in arbitrary dimensions

Year:
2012
Language:
english
File:
PDF, 461 KB
english, 2012
7

An M-Estimator of Spatial Tail Dependence

Year:
2014
Language:
english
File:
PDF, 485 KB
english, 2014