Reweighted madogram-type estimator of Pickands dependence function (Q6101735)
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scientific article; zbMATH DE number 7698993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reweighted madogram-type estimator of Pickands dependence function |
scientific article; zbMATH DE number 7698993 |
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Reweighted madogram-type estimator of Pickands dependence function (English)
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20 June 2023
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extreme value copula
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block maxima
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Pickands dependence function
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madogram
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