G Marcon
- Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials
2014/05/20 by G Marcon, Marcon, G., Simone A. Padoan +7 · 2 citations
Economics, Econometrics and Finance · Environmental Science · #Climate variability and models #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME)
- Bayesian Inference for the Extremal Dependence
2016/01/07 by G Marcon, Marcon, Giulia, Simone A. Padoan +2 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Methods and Inference