Prediction regions for bivariate extreme events

Australian and New Zealand Journal of Statistics

Volumn 46, Issue 1, 2004, Pages 99-112

  Hall, Peter ^a   Tajvidi, Nader ^a,b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b LUND INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Bootstrap; Calibration; Convex hull; Copula; Cross validation; Dependence function; Non parametric curve estimation; Predictive likelihood; Smoothing parameter; Spline

Indexed keywords

EID: 1842815877     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2004.00316.x     Document Type: Article

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