On estimating extremal dependence structures by parametric spectral measures

DOI10.1016/j.stamet.2014.02.003zbMath1486.62138arXiv1301.6376OpenAlexW2018493311MaRDI QIDQ1731220

Georg Mainik, Jan Beran

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6376

zbMATH Keywords

asymptotic distributionestimationspectral measureparametric modelextreme value copula

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

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