Estimation of Pickands dependence function of bivariate extremes under mixing conditions
DOI10.1007/s10986-020-09472-yzbMath1443.62127OpenAlexW3008020120MaRDI QIDQ779813
Mohamed Boutahar, Imen Kchaou, Laurence Reboul
Publication date: 14 July 2020
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09472-y
copulasbivariate extreme value distributionnonparametric estimationPickands dependence functionindependence teststrictly stationary processabsolutely regular sequence
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stationary stochastic processes (60G10) Statistics of extreme values; tail inference (62G32)
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