Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2006.09.011
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+W1995254173
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+An introduction to statistical modeling of extreme values
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+A note on strong approximations of multivariate empirical processes
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+On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
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+Nonparametric estimation of the spectral measure of an extreme value distribution.
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+Estimating the spectral measure of an extreme value distribution
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+On Pickands coordinates in arbitrary dimensions
@@ Property / cites work: On Pickands coordinates in arbitrary dimensions / rank @@
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+Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
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+Limit theory for multivariate sample extremes
@@ Property / cites work: Limit theory for multivariate sample extremes / rank @@
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+Distribution and dependence-function estimation for bivariate extreme-value distributions.
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+Q3667778
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+Q3771297
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+Q3395931
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+Simulating multivariate extreme value distributions of logistic type
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+Software for the analysis of extreme events: The current state and future directions
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+Bivariate extreme value theory: Models and estimation
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@@ Property / cites work @@
+Intrinsic estimation of the dependence structure for bivariate extremes
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+Publication:2482618