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

DOI10.1016/j.jmva.2022.105059zbMath1520.62039arXiv2112.13575MaRDI QIDQ6386763

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

Publication date: 27 December 2021

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Missing data (62D10)

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