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A comparison of dependence function estimators in multivariate extremes - MaRDI portal

A comparison of dependence function estimators in multivariate extremes (Q1703851)

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scientific article; zbMATH DE number 6847970
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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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