tailDepFun

MaRDI QIDQ37146swMATHCRANFDO

Authors Anna Kiriliouk

Last update 3 June 2021

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.1

Official website https://cran.r-project.org/web/packages/tailDepFun/index.html

Source code repository https://github.com/cran/tailDepFun

Cites work

• A continuous updating weighted least squares estimator of tail dependence in high dimensions
• An M-Estimator of Spatial Tail Dependence

Cited in

(3)

• maxlinearCRPS
• \(k\)-means clustering of extremes
• A continuous updating weighted least squares estimator of tail dependence in high dimensions

This page was built for software: tailDepFun