Non-Parametric Estimation of the Limit Dependence Function of Multivariate Extremes

• 1 January 2000
• journal article
• Published by Springer Nature in Extremes
• Vol. 2  (3) , 245-268
• https://doi.org/10.1023/a:1009954903111

Abstract

Keywords

• COPULA
• DEPENDENCE FUNCTION
• EXTREMES
• CONSISTENCY
• KERNEL
• PROCEDURE
• ATTRACTOR
• PARAMETRIC
• ASYMPTOTIC