Non-parametric estimators of multivariate extreme dependence functions
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485250500336379
Reference40 articles.
1. Modelling Extremal Events
2. The Ordering of Multivariate Data
3. Extreme Values, Regular Variation and Point Processes
4. Multivariate Models and Multivariate Dependence Concepts
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3. Bias-corrected and robust estimation of the bivariate stable tail dependence function;TEST;2016-11-19
4. Bias correction in multivariate extremes;The Annals of Statistics;2015-04-01
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