tailDepFun

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.