New estimators of the Pickands dependence function and a test for extreme-value dependence

2 February 2011

Axel Bücher

Papers citing "New estimators of the Pickands dependence function and a test for extreme-value dependence"

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Title
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 114 239 0 09 Dec 2010
Rank-based inference for bivariate extreme-value copulas Christian Genest Johan Segers 110 150 0 27 Jul 2007