An M-estimator of spatial tail dependence

John Einmahl, Anna Kiriliouk, Andrea Krajina and Johan Segers

No 2016004, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2016-01-01
Note: In : Journal of the Royal Statistical Society. Series B, Statistical methodology, vol. 78, no. 1, p. 275-298 (2016)
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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 (2014)
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