tailDepFun

swMATH25407CRANtailDepFunMaRDI QIDQ37146FDOQ37146

Minimum Distance Estimation of Tail Dependence Models

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

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

Cited In (3)

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

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