A Euclidean Likelihood Estimator for Bivariate Tail Dependence

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

zbMATH Keywords

spectral measure; empirical likelihood; statistics of extremes; bivariate extremes; Euclidean likelihood

Mathematics Subject Classification ID

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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