Nonparametric estimation of the dependence function for a multivariate extreme value distribution

Journal of Multivariate Analysis

Volumn 99, Issue 4, 2008, Pages 577-588

  Zhang, Dabao ^a   Wells, Martin T ^b,c   Peng, Liang ^d  

^a PURDUE UNIVERSITY   (United States)

^b Plant Breeding and Genetics Section in the School of Integrative Plant Science   (United States)

^c Department of Obstetrics Gynecology   (United States)

^d GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Copulas; Dependence function; Empirical distribution; Gaussian process; Multivariate extreme value distribution

Indexed keywords

EID: 40749144914     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.09.011     Document Type: Article

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