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math.ST2016★ 7 cited
Polynomial Pickands functions
Simon Guillotte, François Perron
Pickands dependence functions characterize bivariate extreme value copulas. In this paper, we study the class of polynomial Pickands functions. We provide a solution for the charac…
math.ST2009
Nonparametric Bayesian Inference on Bivariate Extremes
Simon Guillotte, Francois Perron, Johan Segers
The tail of a bivariate distribution function in the domain of attraction of a bivariate extreme-value distribution may be approximated by the one of its extreme-value attractor. T…