105 citations · 199 across the 14 of their papers we have counts for
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math.ST2007★ 1 cited
A method of moments estimator of tail dependence
John H. J. Einmahl, Andrea Krajina, Johan Segers
In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented…
math.ST2007★ 105 cited
Rank-based inference for bivariate extreme-value copulas
Christian Genest, Johan Segers
Consider a continuous random pair whose dependence is characterized by an extreme-value copula with Pickands dependence function . When the marginal distributions of …