Estimating multivariate extremal dependence: a new proposal (Q2960469)
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scientific article; zbMATH DE number 6682455
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| English | Estimating multivariate extremal dependence: a new proposal |
scientific article; zbMATH DE number 6682455 |
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Estimating multivariate extremal dependence: a new proposal (English)
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9 February 2017
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extreme value copula
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multivariate Pickands dependence function
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nonparametric estimation
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0.8798312544822693
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0.860011100769043
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0.8407439589500427
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0.8395493626594543
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