An M-Estimator For Tail Dependence In Arbitrary Dimensions

John Einmahl, Andrea Krajina and Johan Segers

No 2011005, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2011-01-01
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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)
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