An M-estimator of Spatial Tail Dependence

John Einmahl, A. Kiriliouk, A. Krajina and J. Segers

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... bcff044307d/download (application/pdf)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:2d5c1a3b-a5f6-4329-8df2-f7d0bb2f1243

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().