Thumbnail Image
Item

A method of moments estimator of tail dependence

Einmahl,J.H.J.
; 
Krajina,A.
; 
Segers,J.J.J.
Abstract
Description
Appeared earlier as CentER DP 2007-80
Date
2008
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Tilburg University Research Output Collection
Show all metadata
Files
Thumbnail Image
BEJ130.pdf
Adobe PDF, 320.52 KB
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
Einmahl, J H J, Krajina, A & Segers, J J J 2008, 'A method of moments estimator of tail dependence', Bernoulli, vol. 14, no. 4, pp. 1003-1026.
URI
https://hdl.handle.net/20.500.14602/49042
License
info:eu-repo/semantics/restrictedAccess
Embedded videos