Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
DOI10.1016/j.jspi.2016.10.004zbMath1359.62191arXiv1405.5228WikidataQ116752781 ScholiaQ116752781MaRDI QIDQ73762
G. Marcon, S.A. Padoan, P. Naveau, Pietro Muliere, Johan Segers, Johan Segers, Philippe Naveau, Pietro Muliere, Simone A. Padoan, Giulia Marcon
Publication date: April 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.5228
Bernstein polynomials; nonparametric estimation; Pickands dependence function; extremal dependence; extreme-value copula; heavy rainfall; multivariate MAX-stable distribution
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62P12: Applications of statistics to environmental and related topics
62G05: Nonparametric estimation
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