Nonparametric estimation of the dependence function in bivariate extreme value distributions
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Strong limit theorems (60F15) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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Cites work
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- Intrinsic estimation of the dependence function in bivariate extremes: a new and simpler approach
- Intrinsic estimation of the dependence structure for bivariate extremes
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- Multivariate distributions with exponential minimums
- Multivariate extreme‐value distributions with applications to environmental data
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- Point processes and multivariate extreme values
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- Statistics of Multivariate Extremes
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Cited in
(26)- Intrinsic estimation of the dependence structure for bivariate extremes
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- A comparison of dependence function estimators in multivariate extremes
- On Pickands coordinates in arbitrary dimensions
- On the distribution of Pickands coordinates in bivariate EV and GP models
- Estimation of a bivariate extreme value distribution
- Efficient estimation of the canonical dependence function
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- Non-parametric estimators of multivariate extreme dependence functions
- A nonparametric estimation procedure for bivariate extreme value copulas
- Nonparametric estimation of multivariate extreme-value copulas
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- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- A bayesian estimator for the dependence function of a bivariate extreme‐value distribution
- Non-parametric estimation of the limit dependence function
- Estimation and hypothesis testing for a nonnormal bivariate distribution with applications
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- A goodness-of-fit test for bivariate extreme-value copulas
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Copulae: an overview and recent developments
- On the non-parametric estimation of the bivariate extreme-value distributions
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Rank-based inference for bivariate extreme-value copulas
- Bivariate extreme-value copulas with discrete Pickands dependence measure
- Nonparametric rank-based tests of bivariate extreme-value dependence
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