Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762)
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scientific article; zbMATH DE number 6676215
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| default for all languages | No label defined |
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| English | Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials |
scientific article; zbMATH DE number 6676215 |
Statements
183
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1-17
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April 2017
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19 January 2017
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Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (English)
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Bernstein polynomials
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extremal dependence
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extreme-value copula
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heavy rainfall
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nonparametric estimation
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multivariate MAX-stable distribution
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Pickands dependence function
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0.8620651364326477
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0.85256427526474
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0.8446147441864014
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0.8435863256454468
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G. Marcon
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S.A. Padoan
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P. Naveau
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Pietro Muliere
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Johan Segers
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