An M-estimator of Spatial Tail Dependence

John Einmahl, A. Kiriliouk, Andrea Krajina () and J. Segers

No 2014-021, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Brown-resnick process; exceedances; multivariate extremes; ranks; spatial statistics; stable tail dependence function (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-ecm, nep-ore and nep-ure
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Citations: View citations in EconPapers (8)

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Related works:
Journal Article: An M-estimator of spatial tail dependence (2016)
Working Paper: An M-estimator of spatial tail dependence (2016)
Working Paper: An M-estimator of spatial tail dependence (2014)
Working Paper: An M-estimator of Spatial Tail Dependence (2014)
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