A Euclidean likelihood estimator for bivariate tail dependence

Miguel de Carvalho, Boris Oumow, Johan Segers and Warchoł, Michał

No 2012013, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2012-01-01
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