A Euclidean Likelihood Estimator for Bivariate Tail Dependence
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Publication:4929181
DOI10.1080/03610926.2012.709905zbMath1347.62075arXiv1204.3524MaRDI QIDQ4929181
Miguel de Carvalho, Johan Segers, Boris Oumow, Michał Warchoł
Publication date: 13 June 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3524
spectral measure; empirical likelihood; statistics of extremes; bivariate extremes; Euclidean likelihood
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
60F17: Functional limit theorems; invariance principles
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