Tail dependence models for distributions attracted to a max-stable law are tted using observations above a high threshold. To cope with spatial, high-dimensional data, a rankbased M-estimator is proposed relying on bivariate margins only. A data-driven weight matrix is used to minimize the...

Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as the value that minimises the distance between a vector...

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;

AMS classifications: 62G20; 62G32;

AMS classifications: 62G20, 62G32;