A nonparametric estimation procedure for bivariate extreme value copulas
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Publication:4364925
DOI10.1093/biomet/84.3.567zbMath1058.62516OpenAlexW1976054319MaRDI QIDQ4364925
Christian Genest, Philippe Capéraà, Anne-Laure Fougères
Publication date: 1997
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/84.3.567
Density estimation (62G07) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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