Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework

DOI10.1016/j.jmva.2022.105059OpenAlexW4225313411MaRDI QIDQ2079605

Elena Di Bernardino, Alexis Boulin, Thomas Laloë, Gwladys Toulemonde

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.13575

zbMATH Keywords

nonparametric estimationmadogramextreme value copulaMissing Completely at Random (MCAR)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Missing data (62D10)

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