Non-parametric estimation of the limit dependence function
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Publication:5926463
DOI10.1023/A:1009954903111zbMath0957.62044OpenAlexW2153788418MaRDI QIDQ5926463
A. Khoudraji, Belkacem Abdous, Kilani Ghoudi
Publication date: 1 March 2001
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009954903111
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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