Projection estimators of Pickands dependence functions
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- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Nonparametric estimation of multivariate extreme-value copulas
- Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
Cites work
- A general projection framework for constrained smoothing.
- A nonparametric estimation procedure for bivariate extreme value copulas
- An introduction to copulas. Properties and applications
- Asymptotic Statistics
- Best attainable rates of convergence for estimators of the stable tail dependence function
- Bivariate Exponential Distributions
- Bivariate extreme value theory: Models and estimation
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 1145160 (Why is no real title available?)
- Limit theory for multivariate sample extremes
- Non-parametric estimation of the limit dependence function
- Non-parametric estimators of multivariate extreme dependence functions
- Nonparametric estimation of the spectral measure of an extreme value distribution.
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Statistics for near independence in multivariate extreme values
- Statistics of Extremes
- Statistics of Multivariate Extremes
- Understanding Relationships Using Copulas
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
Cited in
(27)- A comparison of dependence function estimators in multivariate extremes
- On estimating extremal dependence structures by parametric spectral measures
- Local robust estimation of the Pickands dependence function
- Non-linear models for extremal dependence
- Bias correction in conditional multivariate extremes
- Cluster based inference for extremes of time series
- Bias correction in multivariate extremes
- Nonparametric estimation of the conditional tail copula
- Robust estimation of the Pickands dependence function under random right censoring
- Testing tail monotonicity by constrained copula estimation
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
- On the effect of long-range dependence on extreme value copula estimation with fixed marginals
- Positive quadrant dependence testing and constrained copula estimation
- Estimating multivariate extremal dependence: a new proposal
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Projection Measures And Estimation Variances Of Intensities
- Nonparametric estimation of multivariate extreme-value copulas
- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Nonparametric inference for max-stable dependence
- Polynomial Pickands functions
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Copula modeling from Abe Sklar to the present day
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Rank-based inference for bivariate extreme-value copulas
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