Rank-based inference for bivariate extreme-value copulas (Q834370): Difference between revisions

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+Non-parametric estimators of multivariate extreme dependence functions
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+Statistics of Extremes
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+A nonparametric estimation procedure for bivariate extreme value copulas
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+Statistical Methods for Multivariate Extremes: An Application to Structural Design
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+On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
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+The t Copula and Related Copulas
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+Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
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+Distribution and dependence-function estimation for bivariate extreme-value distributions.
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+Nonparametric estimation of the dependence function for a multivariate extreme value distribution
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+Publication:834370