A method of moments estimator of tail dependence

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

Research output: Contribution to journalArticleScientificpeer-review

238 Downloads (Pure)
Original languageEnglish
Pages (from-to)1003-1026
JournalBernoulli
Volume14
Issue number4
Publication statusPublished - 2008

Cite this

Einmahl, J. H. J., Krajina, A., & Segers, J. J. J. (2008). A method of moments estimator of tail dependence. Bernoulli, 14(4), 1003-1026.
Einmahl, J.H.J. ; Krajina, A. ; Segers, J.J.J. / A method of moments estimator of tail dependence. In: Bernoulli. 2008 ; Vol. 14, No. 4. pp. 1003-1026.
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title = "A method of moments estimator of tail dependence",
author = "J.H.J. Einmahl and A. Krajina and J.J.J. Segers",
note = "Appeared earlier as CentER DP 2007-80",
year = "2008",
language = "English",
volume = "14",
pages = "1003--1026",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
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Einmahl, JHJ, Krajina, A & Segers, JJJ 2008, 'A method of moments estimator of tail dependence', Bernoulli, vol. 14, no. 4, pp. 1003-1026.

A method of moments estimator of tail dependence. / Einmahl, J.H.J.; Krajina, A.; Segers, J.J.J.

In: Bernoulli, Vol. 14, No. 4, 2008, p. 1003-1026.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - A method of moments estimator of tail dependence

AU - Einmahl, J.H.J.

AU - Krajina, A.

AU - Segers, J.J.J.

N1 - Appeared earlier as CentER DP 2007-80

PY - 2008

Y1 - 2008

M3 - Article

VL - 14

SP - 1003

EP - 1026

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 4

ER -

Einmahl JHJ, Krajina A, Segers JJJ. A method of moments estimator of tail dependence. Bernoulli. 2008;14(4):1003-1026.