scientific article; zbMATH DE number 6458329
From MaRDI portal
Publication:5262085
zbMath1316.62045MaRDI QIDQ5262085
Betina Berghaus, Axel Bücher, Dette, Holger
Publication date: 13 July 2015
Full work available at URL: http://journal-sfds.fr/article/view/158/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
weak convergenceminimum distance estimationPickands dependence functionempirical copula processextreme-value copula
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)
Related Items (12)
Some copula inference procedures adapted to the presence of ties ⋮ Inference for asymptotically independent samples of extremes ⋮ Reweighted madogram-type estimator of Pickands dependence function ⋮ Strong convergence of multivariate maxima ⋮ Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines ⋮ A comparison of dependence function estimators in multivariate extremes ⋮ Using B-splines for nonparametric inference on bivariate extreme-value copulas ⋮ Extreme value copula estimation based on block maxima of a multivariate stationary time series ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Testing for a \(\delta \)-neighborhood of a generalized Pareto copula ⋮ Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials ⋮ Estimation of Pickands dependence function of bivariate extremes under mixing conditions
This page was built for publication:
