Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach |
scientific article |
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Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (English)
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7 February 2018
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bivariate extreme value copula
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Pickands dependence function
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Bernstein copula
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kernel regression
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convexity
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