Projection estimators of Pickands dependence functions

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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	369-382
Journal	Canadian Journal of Statistics
Volume	36
Issue number	3
Publication status	Published - 2008

Cite this

@article{cf1adb48211a4ba1acc2b70ef4d172c1,

title = "Projection estimators of Pickands dependence functions",

author = "A. Fils-Villetard and A. Guillou and J.J.J. Segers",

note = "Appeared earlier as CentER DP 2005-111 (RT)",

year = "2008",

language = "English",

volume = "36",

pages = "369--382",

journal = "Canadian Journal of Statistics",

issn = "1708-945x",

publisher = "Wiley-Blackwell",

number = "3",

}