Gudendorf, Gordon
- Extreme-Value Copulas
2009/11/05 by Gordon Gudendorf, Gudendorf, Gordon, Johan Segers +1 · 4 citations
Economics, Econometrics and Finance · Environmental Science · Mathematics · #62G32 #62H20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
2009/10/05 by Gudendorf, Gordon, Segers, Johan · 1 citation
#60F17 #62G32 #62H20 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)