Projection estimators of Pickands dependence functions (Q5503542)
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scientific article; zbMATH DE number 5492643
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| English | Projection estimators of Pickands dependence functions |
scientific article; zbMATH DE number 5492643 |
Statements
Projection estimators of Pickands dependence functions (English)
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15 January 2009
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extreme-value copula
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Hilbert space
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Pickands dependence function
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projection
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shape constraint
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stable tail dependence function
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tangent cone
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0.8624001741409302
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0.8393173813819885
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0.8231385946273804
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0.8162770867347717
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