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)
< doi:10.1111/rssb.12114> and Einmahl, J.H.J., Kiriliouk, A., and
Segers, J. (2018) < doi:10.1007/s10687-017-0303-7>.
|
