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A method of moments estimator of tail dependence

Bibliographic reference Einmahl, John H. J. ; Krajina, Andrea ; Segers, Johan. A method of moments estimator of tail dependence. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 14, no. 4, p. 1003-1026 (2008)
Permanent URL http://hdl.handle.net/2078.1/35756