spatialTailDep: Estimation of spatial tail dependence models

Provides functions implementing the pairwise M-estimator for parametric models for stable tail dependence functions described in "An M-estimator of spatial tail dependence" (Einmahl, J.H.J., Kiriliouk, A., Krajina, A. and Segers, J., 2014). See

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Package details

AuthorAnna Kiriliouk, Johan Segers
MaintainerAnna Kiriliouk <[email protected]>
Package repositoryView on CRAN
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spatialTailDep documentation built on May 2, 2019, 4:51 a.m.