Krajina, A. - Tilburg University, Center for Economic Research - 2009
correla- tion parameter as plug-in estimator, we then estimate the tail parameter applying a modification of the method of … moments approach proposed in the paper by J.H.J. Einmahl, A. Krajina and J. Segers [Bernoulli 14(4), 2008, 1003-1026]. We show …