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A nonparametric estimation procedure for bivariate extreme value copulas |
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| Authors: | CAPRA P; FOUGRES A-L; GENEST C |
| Institution: | Dpartement de mathmatiques et de statistique, Universit Laval Qubec, Canada G1K 7P4 e-mail: caperaa{at}mat.ulaval.ca fougeres{at}mat.ulaval.ca genest{at}mat.ulaval.ca |
| Abstract: | |
| Keywords: | Asymptotic theory Copula Dependence function Extreme value distribution Nonparametric estimation |
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