A nonparametric estimation procedure for bivariate extreme value copulas

Biometrika

Volumn 84, Issue 3, 1997, Pages 567-577

  Caperaa P ^a   Fougeres A L ^a   Genest, C ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Asymptotic theory; Copula; Dependence function; Extreme value distribution; Nonparametric estimation

Indexed keywords

EID: 0009164657     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.3.567     Document Type: Article

References (22)

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