Zhang, Dabao; Wells, Martin T.; Peng, Liang - In: Journal of Multivariate Analysis 99 (2008) 4, pp. 577-588
Understanding and modeling dependence structures for multivariate extreme values are of interest in a number of application areas. One of the well-known approaches is to investigate the Pickands dependence function. In the bivariate setting, there exist several estimators for estimating the...