Estimation of Pickands dependence function of bivariate extremes under mixing conditions
nonparametric estimationPickands dependence functionindependence testcopulasstrictly stationary processbivariate extreme value distributionabsolutely regular sequence
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stationary stochastic processes (60G10)
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A nonparametric estimation procedure for bivariate extreme value copulas
- Asymptotic theory of weakly dependent stochastic processes
- Bivariate Exponential Distributions
- Bivariate extreme value theory: Models and estimation
- Comparison of non-parametric and semi-parametric tests in detecting long memory
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Extreme value theory for multivariate stationary sequences
- Extremes and local dependence in stationary sequences
- Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
- Modelling pairwise dependence of maxima in space
- Multivariate extreme values in stationary random sequences
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- 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
- Nonparametric estimation of the dependence function in bivariate extreme value distributions
- On extreme values in stationary sequences
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Projection estimators of Pickands dependence functions
- Rank-based inference for bivariate extreme-value copulas
- Sea and wind: multivariate extremes at work
- Some Limit Theorems for Random Functions. I
- Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\)
- Sur la distribution limite du terme maximum d'une série aléatoire
- Testing asymptotic independence in bivariate extremes
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- Weak convergence for weighted empirical processes of dependent sequences
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