Projection Estimates of Constrained Functional Parameters

A. Fils-Villetard, A. Guillou, J. Segers

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Abstract

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages37
Volume2005-111
Publication statusPublished - 2005

Publication series

NameCentER Discussion Paper
Volume2005-111

Keywords

  • estimation
  • convex function
  • extreme value copula
  • Pickands dependence function
  • projection
  • shape constraint
  • support function
  • tangent cone

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