Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution

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

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Date: 2009
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Citations: View citations in EconPapers (18)

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Related works:
Working Paper: Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution (2008)
Working Paper: Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution (2008)
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