On approximating dependence function and its derivatives
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Cites work
- A general approach to generate random variates for multivariate copulae
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- Limit theory for multivariate sample extremes
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Nonparametric estimation of multivariate extreme-value copulas
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- Prediction Regions for Bivariate Extreme Events
- Statistical inference using extreme order statistics
- Statistics of Extremes
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Testing the symmetry of a dependence structure with a characteristic function
- Tests of symmetry for bivariate copulas
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