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Nonparametric estimation of the dependence function for a multivariate extreme value distribution

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References

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1991On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions92 cited
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2016Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials57 cited
2011

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Extremal behavior of Archimedean copulas

41 cited