A method of moments estimator of tail dependence

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

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@article{448fd556b3e04fb0bcb786b12ed7d479,

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 = "Bernoulli Society for Mathematical Statistics and Probability",

number = "4",

}