Rank-based inference for bivariate extreme-value copulas (Q834370)
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scientific article
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| English | 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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0.8706366419792175
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0.8567725419998169
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0.850519061088562
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0.8372917771339417
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0.8310876488685608
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