Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines |
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Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (English)
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2 March 2023
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B-spline
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extreme-value copula
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minimum distance estimator
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Pickands dependence function
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rank-based inference
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spectral distribution
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