New estimators of the Pickands dependence function and a test for extreme-value dependence
Bücher, Axel, Dette, Holger, Volgushev, StanislavVolume:
39
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/11-AOS890
Date:
August, 2011
File:
PDF, 538 KB
english, 2011