On estimating extremal dependence structures by parametric spectral measures
Metadata only
Date
2014-11Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Statistical methodologyVolume
Pages / Article No.
Publisher
ElsevierSubject
Extreme value copula; Spectral measure; Parametric model; Estimation; Asymptotic distributionNotes
Received 24 January 2013, Revised 3 February 2014, Accepted 5 February 2014, Available online 22 February 2014.More
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