NEW ESTIMATORS OF THE PICKANDS DEPENDENCE FUNCTION AND A...

The Annals of Statistics 2011 / 08 Vol. 39; Iss. 4

NEW ESTIMATORS OF THE PICKANDS DEPENDENCE FUNCTION AND A TEST FOR EXTREME-VALUE DEPENDENCE

Axel Bücher, Holger Dette and Stanislav Volgushev
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Volume:
39
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/23033589
Date:
August, 2011
File:
PDF, 2.66 MB
english, 2011
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