Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution
| Year of publication: |
2008
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|---|---|
| Authors: | Einmahl, John ; Segers, J.J.J. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | functional central limit theorem | local empirical process | moment constraint | multivariate extremes | nonparametric maximum likelihood estimator | tail dependence |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2008-42 |
| Source: |
Persistent link: https://www.econbiz.de/10011091150