A method of moments estimator of tail dependence

J.H.J. Einmahl, A. Krajina, J.J.J. Segers

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)
264 Downloads (Pure)
Original languageEnglish
Pages (from-to)1003-1026
JournalBernoulli
Volume14
Issue number4
Publication statusPublished - 2008

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