Abstract
The Pickands dependence function characterizes an extreme value copula, a useful tool in the modeling of multivariate extremes. A new estimator is presented along with its convergence properties and performance through simulation.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
