On estimating extremal dependence structures by parametric spectral measures

Metadata only

Author

Beran, Jan

Mainik, Georg

Date

2014-11

Type

Altmetrics

Publication status

published

External links

Journal / series

Statistical methodology

Volume

21

Pages

1 - 22

Publisher

Elsevier

Subject

Extreme value copula; Spectral measure; Parametric model; Estimation; Asymptotic distribution

Notes

Received 24 January 2013, Revised 3 February 2014, Accepted 5 February 2014, Available online 22 February 2014.

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