Rank-based inference for bivariate extreme-value copulas

Genest, Christian, Segers, Johan . The Annals of Statistics 2009. 37 (5B) :2990-3022

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Bibtex

@article{CIS-257010,
  Author = {Genest, Christian and Segers, Johan},
  Title = {Rank-based inference for bivariate extreme-value copulas},
  Journal = {The Annals of Statistics},
  Volume = {37},
  Number = {5B},
  Year = {2009},
  Pages = {2990--3022},
  Keywords = {Nonparametric estimation, Asymptotic theory, Extreme-value distribution, Pickands dependence function}
}

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