On estimating extremal dependence structures by parametric spectral measures


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BERAN, Jan, Georg MAINIK, 2014. On estimating extremal dependence structures by parametric spectral measures. In: Statistical Methodology. 21, pp. 1-22. ISSN 1369-7412. eISSN 1467-9868

@article{Beran2014estim-29161, title={On estimating extremal dependence structures by parametric spectral measures}, year={2014}, doi={10.1016/j.stamet.2014.02.003}, volume={21}, issn={1369-7412}, journal={Statistical Methodology}, pages={1--22}, author={Beran, Jan and Mainik, Georg} }

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