An M-estimator for tail dependence in arbitrary dimensions

The Annals of Statistics 2012 / 06 Vol. 40; Iss. 3

An M-estimator for tail dependence in arbitrary dimensions

Einmahl, John H. J., Krajina, Andrea, Segers, Johan
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Volume:
40
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/12-AOS1023
Date:
June, 2012
File:
PDF, 461 KB
english, 2012
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