An M-estimator for tail dependence in arbitrary dimensions (Q693746)

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An M-estimator for tail dependence in arbitrary dimensions
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    Statements

    title
    An M-estimator for tail dependence in arbitrary dimensions (English)
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    author
    John H. J. Einmahl
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    Andrea Krajina
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    Johan Segers
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    publication date
    10 December 2012
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    zbMATH Keywords
    asymptotic statistics
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    factor model
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    M-estimation
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    multivariate extremes
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    tail dependence
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    Identifiers

    DOI
    10.1214/12-AOS1023
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    Mathematics Subject Classification ID
    62G32
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    62H12
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    62G05
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    65C60
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    zbMATH DE Number
    6114729
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