@techreport{6ee60ab83c014bd9aa5e72de67da0f50,
title = "A Method of Moments Estimator of Tail Dependence",
abstract = "AMS 2000 subject classifications: 60G70, 62H12, 62H15, 62F05, 62F12, 62F25.",
keywords = "asymptotic properties, confidence regions, goodness-of-fit test, meta-elliptical distribution, method of moments, multivariate extremes, tail dependence.",
author = "J.H.J. Einmahl and A. Krajina and J.J.J. Segers",
note = "Subsequently published in Bernoulli, 2008 Pagination: 32",
year = "2007",
language = "English",
volume = "2007-80",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",
}