Narrow search
Showing 1 - 4 of 4
Cover Image
Tails of correlation mixtures of elliptical copulas
Manner, Hans; Segers, Johan - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 153-160
Persistent link: https://www.econbiz.de/10008839743
Cover Image
Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution
Einmahl, John H. J. (contributor); Segers, Johan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003736689
Cover Image
Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Cover Image
Empirical tail copulas for functional data
Einmahl, John H. J.; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012161555