Nonparametric estimation of the dependence function in bivariate extreme value distributions

Journal of Multivariate Analysis

Volumn 76, Issue 2, 2001, Pages 159-191

  Jiménez, Javier Rojo ^a   Villa Diharce, Enrique ^b   Flores, Miguel ^c  

^a UNIVERSITY OF TEXAS   (United States)

^b CENTRO DE INVESTIGACIÓN EN MATEMÁTICAS   (Mexico)

^c NATIONAL PARK SERVICE   (United States)

Author keywords

Empirical distribution function; Gaussian process; Greatest convex minorant; Weak convergence

Indexed keywords

EID: 18344412884     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1931     Document Type: Article

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