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Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

Bibliographic reference Marcon, Giulia ; Padoan, Simone ; Naveau, Philippe ; Muliere, Pietro ; Segers, Johan. Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials. In: Journal of Statistical Planning and Inference, Vol. 183, no.(Available online 3 November 2016), p. 1-17 (2017)
Permanent URL http://hdl.handle.net/2078.1/180235