Reweighted madogram-type estimator of Pickands dependence function
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Publication:6101735
DOI10.1016/j.spl.2023.109790zbMath1524.62225OpenAlexW4320476428MaRDI QIDQ6101735
Publication date: 20 June 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2023.109790
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
Cites Work
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