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Estimating multivariate extremal dependence: a new proposal - MaRDI portal

Estimating multivariate extremal dependence: a new proposal (Q2960469)

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Estimating multivariate extremal dependence: a new proposal
scientific article

    Statements

    title
    Estimating multivariate extremal dependence: a new proposal (English)
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    author
    Marta Ferreira
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    publication date
    9 February 2017
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    zbMATH Keywords
    extreme value copula
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    multivariate Pickands dependence function
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    nonparametric estimation
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    Identifiers

    DOI
    10.1090/tpms/1001
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    Mathematics Subject Classification ID
    62G05
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    62G32
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    62H12
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    62G07
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    62G20
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    zbMATH DE Number
    6682455
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    OpenAlex ID
    W2586754137
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