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Empirical tail copulas for functional data
Einmahl, John H. J.; Segers, Johan - 2020
Persistent link: https://www.econbiz.de/10012161555
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An M-estimator of spatial tail dependence
Einmahl, John H. J.; Kiriliouk, Anna; Krajina, Andrea; … - 2014
Persistent link: https://www.econbiz.de/10010395535
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Functionals of clusters of extremes
Segers, Johan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
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Approximate distributions of clusters of extremes
Segers, Johan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001830079
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An M-estimator for tail dependence in arbitrary dimensions
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan - 2011
Persistent link: https://www.econbiz.de/10008841187
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A method of moments estimator of tail dependence
Einmahl, John H. J. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674635
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Unbiased tail estimation by an extension of the generalized pareto distribution
Beirlant, Jan (contributor); Joossens, Elisabeth (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179406
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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