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An M-estimator for tail dependence in arbitrary dimensions

Bibliographic reference Einmahl, John H. J. ; Krajina, Andrea ; Segers, Johan. An M-estimator for tail dependence in arbitrary dimensions. In: The Annals of Statistics, Vol. 40, no.3, p. 1764-1793 (2012)
Permanent URL http://hdl.handle.net/2078.1/130793