A nonparametric estimation procedure for bivariate extreme value copulas (Q4364925)
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scientific article; zbMATH DE number 1088770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric estimation procedure for bivariate extreme value copulas |
scientific article; zbMATH DE number 1088770 |
Statements
A nonparametric estimation procedure for bivariate extreme value copulas (English)
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1997
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asymptotic theory
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copula
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dependence function
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extreme value distribution
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nonparametric estimation
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