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Einmahl, John H. J.; Krajina, Andrea; Segers, Johan An M-estimator for tail dependence in arbitrary dimensions. (English) Zbl 1257.62058 Ann. Stat. 40, No. 3, 1764-1793 (2012). MSC: 62G32 62H12 62G05 65C60 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} et al., Ann. Stat. 40, No. 3, 1764--1793 (2012; Zbl 1257.62058) Full Text: DOI arXiv Euclid OpenURL
McNeil, Alexander J.; Nešlehová, Johanna Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions. (English) Zbl 1173.62044 Ann. Stat. 37, No. 5B, 3059-3097 (2009). MSC: 62H05 62H20 60E05 62E10 PDF BibTeX XML Cite \textit{A. J. McNeil} and \textit{J. Nešlehová}, Ann. Stat. 37, No. 5B, 3059--3097 (2009; Zbl 1173.62044) Full Text: DOI arXiv OpenURL
Einmahl, John H. J.; Segers, Johan Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. (English) Zbl 1173.62042 Ann. Stat. 37, No. 5B, 2953-2989 (2009). MSC: 62G32 62G05 62G20 62G30 60F05 60F17 62H12 65C60 62M15 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} and \textit{J. Segers}, Ann. Stat. 37, No. 5B, 2953--2989 (2009; Zbl 1173.62042) Full Text: DOI arXiv OpenURL