Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach (Q1695428)
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scientific article; zbMATH DE number 6835515
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| English | Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach |
scientific article; zbMATH DE number 6835515 |
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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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0.8435863256454468
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0.8110620379447937
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0.8033061027526855
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0.7992335557937622
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0.7957905530929565
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