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Maximum likelihood estimation of elliptical tail - MaRDI portal

Maximum likelihood estimation of elliptical tail

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Publication:6656678

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DOI10.1016/j.jmva.2024.105382MaRDI QIDQ6656678

Moosup Kim, Sangyeol Lee

Publication date: 3 January 2025

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimation spectral measure elliptical distribution multivariate regular variation consistency and efficiency elliptical tail estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

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