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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Krajina, Andrea"
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Krajina, Andrea
Kleijnen, Jack P. C.
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Einmahl, John H. J.
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Discussion paper / Center for Economic Research, Tilburg University
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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
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A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003674635
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A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003865602
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