Estimation of Pickands dependence function of bivariate extremes under mixing conditions
DOI10.1007/S10986-020-09472-YzbMATH Open1443.62127OpenAlexW3008020120MaRDI QIDQ779813FDOQ779813
Authors: Mohamed Boutahar, Imen Kchaou, Laurence Reboul 
Publication date: 14 July 2020
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09472-y
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nonparametric estimationPickands dependence functionindependence testcopulasstrictly stationary processbivariate extreme value distributionabsolutely regular sequence
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