A continuous updating weighted least squares estimator of tail dependence in high dimensions

AA Kiriliouk, J Einmahl, J Johan

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@article{b72c37a22e21423899e0795ad07ed27f,

title = "A continuous updating weighted least squares estimator of tail dependence in high dimensions",

author = "AA Kiriliouk and J Einmahl and J Johan",

year = "2017",

doi = "10.1007/s10687-017-0303-7",

language = "Undefined/Unknown",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer Netherlands",

}