Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320)
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scientific article
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| English | Nonparametric estimation of an extreme-value copula in arbitrary dimensions |
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Nonparametric estimation of an extreme-value copula in arbitrary dimensions (English)
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25 November 2010
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empirical process
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linear regression
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minimum-variance estimator
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multivariate extreme-value distribution
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ordinary least squares
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Pickands dependence function
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unit simplex
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0.8802120685577393
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0.8332905173301697
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0.8310876488685608
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0.8305147886276245
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0.8248511552810669
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