Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813)
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scientific article; zbMATH DE number 7220238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Pickands dependence function of bivariate extremes under mixing conditions |
scientific article; zbMATH DE number 7220238 |
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Estimation of Pickands dependence function of bivariate extremes under mixing conditions (English)
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14 July 2020
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absolutely regular sequence
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bivariate extreme value distribution
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copulas
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independence test
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nonparametric estimation
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Pickands dependence function
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strictly stationary process
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