6 citations · 10 across the 3 of their papers we have counts for
3 papers
stat.ME2011★ 1 cited
Nonparametric estimation of multivariate extreme-value copulas
Gordon Gudendorf, Johan Segers
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence functi…
math.ST2009★ 6 cited
Extreme-Value Copulas
Gordon Gudendorf, Johan Segers
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structur…
math.ST2009★ 3 cited
Nonparametric estimation of an extreme-value copula in arbitrary dimensions
Gordon Gudendorf, Johan Segers
Inference on an extreme-value copula usually proceeds via its Pickands dependence function, which is a convex function on the unit simplex satisfying certain inequality constraints…