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Non-Parametric Inference for Bivariate Extreme-Value Copulas
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Document type | Contribution à ouvrage collectif (Book Chapter) – Chapitre |
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Publication date | 2008 |
Language | Anglais |
Host document | M. Ahsanullah, S.N.U.A. Kirmani ; "Topics in Extreme Values"- p. 185-207 (ISBN : 1-60021-714-1) |
Publisher | Nova Science Publisher (New york) |
Publication status | Publié |
Affiliation | Tilburg University - Department of econometrics |
Links |
Bibliographic reference | Segers, Johan. Non-Parametric Inference for Bivariate Extreme-Value Copulas. In: M. Ahsanullah, S.N.U.A. Kirmani, Topics in Extreme Values, Nova Science Publisher : New york 2008, p. 185-207 |
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Permanent URL | http://hdl.handle.net/2078/114682 |