tailDepFun (version 1.0.1)
Minimum Distance Estimation of Tail Dependence Models
Description
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) and
Einmahl, J.H.J., Kiriliouk, A., and Segers, J. (2018) .