51

AN M-ESTIMATOR FOR TAIL DEPENDENCE IN ARBITRARY DIMENSIONS

Year:
2012
Language:
english
File:
PDF, 2.19 MB
english, 2012
61

An M-estimator for tail dependence in arbitrary dimensions

Year:
2012
Language:
english
File:
PDF, 461 KB
english, 2012
76

An M-Estimator of Spatial Tail Dependence

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