Distribution and dependence-function estimation for bivariate extreme-value distributions.
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Publication:1591604
DOI10.2307/3318758zbMath1067.62540MaRDI QIDQ1591604
Publication date: 2000
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1081282691
spline; cross-validation; convex hull; nonparametric curve estimation; marginal distribution; smoothing parameter; multivariate extreme-value distribution