Modeling multivariate extreme value distributions via Markov trees
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DOI: 10.1111/sjos.12698
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2016002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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"A Method of Moments Estimator of Tail Dependence,"
Other publications TiSEM
6ee60ab8-3c01-4bd9-aa5e-7, Tilburg University, School of Economics and Management.
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"Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution,"
Other publications TiSEM
e9340b9a-fe69-4e77-8594-8, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & Segers, J.J.J., 2009. "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM ffef2e15-c4a8-471f-b730-1, Tilburg University, School of Economics and Management.
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