Projection Estimates of Constrained Functional Parameters
AbstractAMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2005-111.
Date of creation: 2005
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estimation; convex function; extreme value copula; Pickands dependence function; projection; shape constraint; support function; tangent cone;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-19 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Segers, J.J.J., 2004. "Non-Parametric Inference for Bivariate Extreme-Value Copulas," Discussion Paper 2004-91, Tilburg University, Center for Economic Research.
- Dragi Anevski, 2003. "Estimating the Derivative of a Convex Density," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(2), pages 245-257.
- Deheuvels, Paul, 1991. "On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions," Statistics & Probability Letters, Elsevier, vol. 12(5), pages 429-439, November.
- Einmahl, J.H.J. & Haan, L.F.M. de & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86982, Tilburg University.
- repec:cup:cbooks:9780521496032 is not listed on IDEAS
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