Projection estimators of Pickands dependence functions (Q5503542)
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scientific article; zbMATH DE number 5492643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection estimators of Pickands dependence functions |
scientific article; zbMATH DE number 5492643 |
Statements
Projection estimators of Pickands dependence functions (English)
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15 January 2009
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extreme-value copula
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Hilbert space
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Pickands dependence function
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projection
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shape constraint
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stable tail dependence function
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tangent cone
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