Inference for asymptotically independent samples of extremes
type: Item
instance of: scholarly article
title: Inference for asymptotically independent samples of extremes
zbMATH Open document ID: 1410.60033
author: Armelle Guillou
author: Stefano Rizzelli
author: S. A. Padoan
published in: Journal of Multivariate Analysis
publication date: 2018-08-16T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 6919546
zbMATH Keywords: extremal dependence
zbMATH Keywords: extreme-value copula
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: Pickands dependence function
describes a project that uses: ismev
describes a project that uses: R
describes a project that uses: copula
MaRDI profile type: Publication
full work available at URL: j.jmva.2018.04.009
OpenAlex ID: W2731397869
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Wikidata QID: Q129911469
DOI: 10.1016/J.JMVA.2018.04.009
description: scientific article; zbMATH DE number 6919546