An M-estimator of spatial tail dependence

J Einmahl, AA Kiriliouk, A Krajina, J Segers

Research output: Contribution to journal › Article › Academic › peer-review

30 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	275-298
Number of pages	24
Journal	Journal of the Royal Statistical Society: Series B
Volume	78
Issue number	1
DOIs	https://doi.org/10.1111/rssb.12114
Publication status	Published - 2016
Externally published	Yes

Access to Document

@article{0b86d42df7e6407b9a648ef0d3b78876,

title = "An M-estimator of spatial tail dependence",

author = "J Einmahl and AA Kiriliouk and A Krajina and J Segers",

year = "2016",

doi = "10.1111/rssb.12114",

language = "Undefined/Unknown",

volume = "78",

pages = "275--298",

journal = "Journal of the Royal Statistical Society: Series B",

issn = "1467-9868",

publisher = "Oxford University Press",

number = "1",

}

TY - JOUR

T1 - An M-estimator of spatial tail dependence

AU - Einmahl, J

AU - Kiriliouk, AA

AU - Krajina, A

AU - Segers, J

PY - 2016

Y1 - 2016

U2 - 10.1111/rssb.12114

DO - 10.1111/rssb.12114

M3 - Article

SN - 1467-9868

VL - 78

SP - 275

EP - 298

JO - Journal of the Royal Statistical Society: Series B

JF - Journal of the Royal Statistical Society: Series B

IS - 1

ER -