Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of Pickands dependence function of bivariate extremes under mixing conditions |
scientific article |
Statements
Estimation of Pickands dependence function of bivariate extremes under mixing conditions (English)
0 references
14 July 2020
0 references
absolutely regular sequence
0 references
bivariate extreme value distribution
0 references
copulas
0 references
independence test
0 references
nonparametric estimation
0 references
Pickands dependence function
0 references
strictly stationary process
0 references
0 references
0 references
0 references
0 references
0 references
0 references