Rank-based inference for bivariate extreme-value copulas (Q834370)

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Rank-based inference for bivariate extreme-value copulas
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    Rank-based inference for bivariate extreme-value copulas (English)
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    19 August 2009
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    asymptotic theory
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    copula
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    extreme-value distribution
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    nonparametric estimation
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    Pickands dependence function
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    rank-based inference
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