AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent cone

Fils-Villetard, A.

Guillou, A.

Segers, J.

English

Research Papers in Economics

A general projection framework for constrained smoothing.

A nonparametric estimation procedure for bivariate extreme value copulas.

An introduction to copulas.

Applied Smoothing Techniques for Data Analysis: The Kernel Approach with S-Plus Illustrations.

Asymptotic Statistics.

Bivariate extreme value theory: models and estimation.

Convex Analysis.

Convex-polygon estimation from support-line measurements and applications to target reconstruction from laser-radar data.

Distribution and dependence-function estimation for bivariate extreme-value distributions.

Estimating a smooth monotone regression function.

Estimating the derivative of a convex density.

Estimation of a convex function: Characterizations and asymptotic theory.

Estimation of a function under shape restrictions. Applications to reliability.

Fonctions de r´ epartition ` a n dimensions et leurs marges.

Fundamentals of the Theory of Operator Algebras, Volume I.

Knapsack problems.

Limit theory for multivariate sample extremes.

Linear Ordinary Diﬀerential Equations.

Measure theory.

Multivariate extreme value distributions.

Non-parametric inference for bivariate extreme-value copulas. CentER Discussion Paper 2004-91,

Nonlinear Regression Modeling.

Nonparametric estimation of the spectral measure of an extreme value distribution.

On the estimation of a convex set from noisy data on its support function.

On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions.

On the theory of mortality measurement, part II.

Probabilistic aspects of multivariate extremes. In: Statistical Extremes and Applications

Projection Estimates of Constrained Functional Parameters

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