Man pages for tailDepFun
Minimum Distance Estimation of Tail Dependence Models
| AsymVarBR | Asymptotic variance matrix for the Brown-Resnick process. |
| AsymVarGumbel | Asymptotic variance matrix for the Gumbel model. |
| AsymVarMaxLinear | Asymptotic variance matrix for the max-linear model. |
| dataEUROSTOXX | EUROSTOXX50 weekly negative log-returns. |
| dataKNMI | Wind speeds in the Netherlands. |
| EstimationBR | Estimation of the parameters of the Brown-Resnick process |
| EstimationGumbel | Estimation of the parameter of the Gumbel model |
| EstimationMaxLinear | Estimation of the parameters of the max-linear model |
| selectGrid | Selects a grid of indices. |
| stdfEmp | Empirical stable tail dependence function |
| stdfEmpCorr | Bias-corrected empirical stable tail dependence function |
| stdfEmpInt | Integrated empirical stable tail dependence function |
| tailDepFun | tailDepFun |
