Non-parametric estimators of multivariate extreme dependence functions

Journal of Nonparametric Statistics

Volumn 17, Issue 8, 2005, Pages 915-935

  Abdous, Belkacem ^a   Ghoudi, Kilani ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNITED ARAB EMIRATES UNIVERSITY   (United Arab Emirates)

Author keywords

Constrained spline; Extreme dependence functions; Kernel estimator; Optimal bandwidth selection

Indexed keywords

EID: 30344446666     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250500336379     Document Type: Article

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