Nonparametric estimation of multivariate extreme-value copulas (Q451184)
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scientific article; zbMATH DE number 6085266
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| English | Nonparametric estimation of multivariate extreme-value copulas |
scientific article; zbMATH DE number 6085266 |
Statements
Nonparametric estimation of multivariate extreme-value copulas (English)
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21 September 2012
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empirical copula
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extreme-value copula
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Pickands dependence function
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simplex
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shape constraints
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spectral measure
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weak convergence
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0.8867183923721313
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0.8802120685577393
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0.8706366419792175
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0.8688321113586426
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