An M-Estimator for Tail Dependence in Arbitrary Dimensions

John Einmahl, A. Krajina and J. Segers
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A. Krajina: Tilburg University, School of Economics and Management
J. Segers: Tilburg University, School of Economics and Management

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Date: 2011
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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 (2012)
Working Paper: An M-Estimator For Tail Dependence In Arbitrary Dimensions (2011)
Working Paper: An M-Estimator for Tail Dependence in Arbitrary Dimensions (2011)
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