spatialTailDep: Estimation of spatial tail dependence models
Version 1.0.2

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
Date of publication2014-11-18 16:23:30
MaintainerAnna Kiriliouk <[email protected]>
Package repositoryView on CRAN
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spatialTailDep documentation built on May 29, 2017, 5:53 p.m.