Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence (Q5262085)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6458329
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence |
scientific article; zbMATH DE number 6458329 |
Statements
13 July 2015
0 references
extreme-value copula
0 references
minimum distance estimation
0 references
Pickands dependence function
0 references
weak convergence
0 references
empirical copula process
0 references
0.9212343096733092
0 references
0.8789195418357849
0 references
0.8671979904174805
0 references
0.8407439589500427
0 references
0.8397623896598816
0 references
