tailDepFun: Minimum Distance Estimation of Tail Dependence Models

Provides functions implementing minimal distance estimation methods for parametric tail dependence models, as proposed in Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016) <doi:10.1111/rssb.12114> and Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) <doi:10.1007/s10687-017-0303-7>.

Getting started

Package details

AuthorAnna Kiriliouk
MaintainerAnna Kiriliouk <anna.kiriliouk@unamur.be>
Package repositoryView on CRAN
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tailDepFun documentation built on June 3, 2021, 5:10 p.m.