An M-Estimator of Spatial Tail Dependence

DOI10.1111/RSSB.12114MaRDI QIDQ125411FDO

Authors Anna Kiriliouk, John H. J. Einmahl, Andrea Krajina, Johan Segers

Publication date 6 April 2015

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSB.12114

Cited in

(1)

• tailDepFun

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