An M-estimator for tail dependence in arbitrary dimensions
| Year of publication: |
2012
|
|---|---|
| Authors: | Einmahl, J.H.J. ; Krajina, A. ; Segers, J. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in The Annals of Statistics (2012), v.40, nr.3, p.1764-1793 |
| Source: |
Persistent link: https://www.econbiz.de/10011087253