Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

Giulia Marcon, Simone Padoan, Philippe Naveau, Pietro Muliere and Johan Segers

No 2017003, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2017-01-01
Note: In : Journal of Statistical Planning and Inference, vol. 183, p. 1-17 (2017)
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