scientific article; zbMATH DE number 6458329
zbMATH Open1316.62045MaRDI QIDQ5262085FDOQ5262085
Betina Berghaus, Holger Dette, Axel Bücher
Publication date: 13 July 2015
Full work available at URL: http://journal-sfds.fr/article/view/158/
Title of this publication is not available (Why is that?)
extreme-value copulaPickands dependence functionweak convergenceempirical copula processminimum distance estimation
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cited In (12)
- A comparison of dependence function estimators in multivariate extremes
- Some copula inference procedures adapted to the presence of ties
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
- Strong convergence of multivariate maxima
- Weak convergence of the weighted empirical beta copula process
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Reweighted madogram-type estimator of Pickands dependence function
- Inference for asymptotically independent samples of extremes
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
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