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Inference for asymptotically independent samples of extremes - MaRDI portal

Inference for asymptotically independent samples of extremes (Q1661337)

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scientific article; zbMATH DE number 6919546
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Inference for asymptotically independent samples of extremes
scientific article; zbMATH DE number 6919546

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    Inference for asymptotically independent samples of extremes (English)
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    16 August 2018
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    extremal dependence
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    extreme-value copula
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    nonparametric estimation
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    Pickands dependence function
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