An M-estimator of spatial tail dependence

John Einmahl, Anna Kiriliouk, Andrea Krajina and Johan Segers

No 2014008, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
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Related works:
Journal Article: An M-estimator of spatial tail dependence (2016)
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)
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