A comparison of dependence function estimators in multivariate extremes

Mathematics

• Nonparametric Method 100%
• Parametric 50%
• Asymmetric 50%
• Polynomial 50%
• Extremal 50%
• Extreme Value 50%
• Simulation Study 50%
• Curse of Dimensionality 50%
• Dependence Structure 50%
• Parametric Estimator 50%
• Three-Dimension 50%
• Shape Function 50%
• Parametric Model 50%

Keyphrases

• Dependence Function 100%
• Nonparametric Estimator 66%
• Estimator Performance 66%
• Greatest Convex Minorant 33%
• Parametric Approach 33%
• Parametric Estimator 33%
• Studying up 33%
• Systematic Simulation 33%
• Shape Constraints 33%
• High-dimensional Setting 33%
• Convex Minorant 33%
• Asymmetric Dependence 33%
• Multivariate Setting 33%
• Logistic Family 33%
• Symmetric Dependence 33%