Nonparametric estimation of an extreme-value copula in arbitrary dimensions.
Gordon GudendorfJohan SegersPublished in: J. Multivar. Anal. (2011)
Keyphrases
- nonparametric estimation
- extreme values
- arbitrary dimension
- probability density function
- higher dimensional
- digital curves
- gaussian mixture
- cell complexes
- quadtree
- probability density
- medial axis
- lead time
- gaussian mixture model
- feature selection
- density estimation
- random variables
- mixture model
- probability distribution
- object recognition