Rank-based inference for bivariate extreme-value copulas

Annals of Statistics

Volumn 37, Issue 5 B, 2009, Pages 2990-3022

  Genest, Christian ^a   Segers, Johan ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Asymptotic theory; Copula; Extreme value distribution; Nonparametric estimation; Pickands dependence function; Rank based inference

Indexed keywords

EID: 69149093328     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS672     Document Type: Article

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