Reweighted madogram-type estimator of Pickands dependence function (Q6101735)
From MaRDI portal
scientific article; zbMATH DE number 7698993
Language | Label | Description | Also known as |
---|---|---|---|
English | Reweighted madogram-type estimator of Pickands dependence function |
scientific article; zbMATH DE number 7698993 |
Statements
Reweighted madogram-type estimator of Pickands dependence function (English)
0 references
20 June 2023
0 references
extreme value copula
0 references
block maxima
0 references
Pickands dependence function
0 references
madogram
0 references
0 references
0 references
0 references
0 references
0 references