An M-estimator of spatial tail dependence
John Einmahl,
Anna Kiriliouk,
Andrea Krajina and
Johan Segers
Journal of the Royal Statistical Society Series B, 2016, vol. 78, issue 1, 275-298
Date: 2016
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Citations: View citations in EconPapers (11)
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Working Paper: An M-estimator of spatial tail dependence (2016)
Working Paper: An M-estimator of spatial tail dependence (2014) 
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