A comparison of dependence function estimators in multivariate extremes (Q1703851)
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scientific article; zbMATH DE number 6847970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of dependence function estimators in multivariate extremes |
scientific article; zbMATH DE number 6847970 |
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A comparison of dependence function estimators in multivariate extremes (English)
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7 March 2018
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asymmetric logistic model
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componentwise maxima
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convexity
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copula
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greatest convex minorant
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nonparametric and parametric estimators
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Pickands dependence function
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multivariate
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extreme value
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