
doi: 10.2139/ssrn.845384
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
convex function, estimation, Pickands dependence function, projection, extreme value copula, shape constraint, support function, estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent cone, estimation; convex function; extreme value copula; Pickands dependence function; projection; shape constraint; support function; tangent cone, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], tangent cone, jel: jel:C13, jel: jel:C14
convex function, estimation, Pickands dependence function, projection, extreme value copula, shape constraint, support function, estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent cone, estimation; convex function; extreme value copula; Pickands dependence function; projection; shape constraint; support function; tangent cone, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], tangent cone, jel: jel:C13, jel: jel:C14
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