Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618)
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scientific article; zbMATH DE number 5266945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric estimation of the dependence function for a multivariate extreme value distribution |
scientific article; zbMATH DE number 5266945 |
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Nonparametric estimation of the dependence function for a multivariate extreme value distribution (English)
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23 April 2008
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copulas
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dependence function
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empirical distribution
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Gaussian process
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multivariate extreme value distribution
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0.8934929966926575
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0.8867183923721313
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0.8798312544822693
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0.8789195418357849
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0.863618016242981
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