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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion - MaRDI portal

Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369)

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Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
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    Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (English)
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    19 August 2009
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    functional central limit theorem
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    local empirical process
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    moment constraint
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    multivariate extremes
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    national health and nutrition examination survey
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    nonparametric maximum likelihood estimator
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    tail dependence
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