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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Related works:
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)
Working Paper: An M-estimator of Spatial Tail Dependence (2014)
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