A continuous updating weighted least squares estimator of tail dependence in high dimensions
Crossref DOI link: https://doi.org/10.1007/s10687-017-0303-7
Published Online: 2017-08-31
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Einmahl, John H. J.
Kiriliouk, Anna http://orcid.org/0000-0003-2977-0140
Segers, Johan
License valid from 2017-08-31