Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369)
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scientific article; zbMATH DE number 5596926
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| English | Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion |
scientific article; zbMATH DE number 5596926 |
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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (English)
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19 August 2009
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functional central limit theorem
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local empirical process
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moment constraint
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multivariate extremes
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national health and nutrition examination survey
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nonparametric maximum likelihood estimator
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tail dependence
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0.9066954255104064
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0.870491087436676
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0.870491087436676
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0.8643205165863037
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