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Property / author: Armelle Guillou / rank
 
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Latest revision as of 00:02, 29 June 2024

scientific article; zbMATH DE number 5492643
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English
Projection estimators of Pickands dependence functions
scientific article; zbMATH DE number 5492643

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    Projection estimators of Pickands dependence functions (English)
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    15 January 2009
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    extreme-value copula
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    Hilbert space
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    Pickands dependence function
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    projection
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    shape constraint
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    stable tail dependence function
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    tangent cone
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