Narrow search
Showing 1 - 5 of 5
Cover Image
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
Cover Image
An M-estimator of spatial tail dependence
Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; … - 2014
Persistent link: https://www.econbiz.de/10010395535
Cover Image
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010
Persistent link: https://www.econbiz.de/10008748390
Cover Image
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan - 2016
Persistent link: https://www.econbiz.de/10011427965
Cover Image
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - 2021
Persistent link: https://www.econbiz.de/10012586114