Local robust estimation of the Pickands dependence function

Local robust estimation of the Pickands dependence function

Escobar-Bach, Mikael, Goegebeur, Yuri, Guillou, Armelle
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Volume:
46
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/17-AOS1640
Date:
December, 2018
File:
PDF, 398 KB
english, 2018
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