An M-estimator for tail dependence in arbitrary dimensions

John Einmahl, Andrea Krajina () and J. Segers
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J. Segers: Tilburg University, School of Economics and Management

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Date: 2012
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Citations: View citations in EconPapers (41)

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Related works:
Working Paper: An M-estimator for tail dependence in arbitrary dimensions (2012)
Working Paper: An M-Estimator For Tail Dependence In Arbitrary Dimensions (2011)
Working Paper: An M-Estimator for Tail Dependence in Arbitrary Dimensions (2011)
Working Paper: An M-Estimator for Tail Dependence in Arbitrary Dimensions (2011)
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