Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: VaR / rank | |||
Normal rank | |||
Revision as of 18:34, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the dependence function for a multivariate extreme value distribution |
scientific article |
Statements
Nonparametric estimation of the dependence function for a multivariate extreme value distribution (English)
0 references
23 April 2008
0 references
copulas
0 references
dependence function
0 references
empirical distribution
0 references
Gaussian process
0 references
multivariate extreme value distribution
0 references
