Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials |
scientific article |
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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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