Projection estimators of Pickands dependence functions
Fils-Villetard,A. ; Guillou,A. ; Segers,J.J.J.
Fils-Villetard,A.
Guillou,A.
Segers,J.J.J.
Abstract
Description
Appeared earlier as CentER DP 2005-111 (RT)
Date
2008
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Publisher
Research Projects
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Citation
Fils-Villetard, A, Guillou, A & Segers, J J J 2008, 'Projection estimators of Pickands dependence functions', Canadian Journal of Statistics, vol. 36, no. 3, pp. 369-382.
