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Displaying 3 results.
    • Journal article
    Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
    Charpentier, Arthur Segers, Johan[UCL] (2007) Insurance: Mathematics and Economics — Vol. 40, no. 3, p. 525-532 (2007)
    • Journal article
    A method of moments estimator of tail dependence
    Einmahl, John H. J. Krajina, Andrea Segers, Johan[UCL] (2008) Bernoulli : a journal of mathematical statistics and probability — Vol. 14, no. 4, p. 1003-1026 (2008)
    • Journal article
    Maximum Empirical Likelihood Estimation of the Spectral Measure of An Extreme-value Distribution
    Einmahl, John H. J. Segers, Johan[UCL] (2009) Annals of Statistics — Vol. 37, no. 5B, p. 2953-2989 (2009)