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Projection Estimates of Constrained Functional Parameters

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  • Fils-Villetard, A.
  • Guillou, A.
  • Segers, J.

    (Tilburg University, Center For Economic Research)

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No abstract is available for this item.

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  • Fils-Villetard, A. & Guillou, A. & Segers, J., 2005. "Projection Estimates of Constrained Functional Parameters," Discussion Paper 2005-111, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:fe25c070-c313-4369-a6a5-824e84def41e
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/776289/111.pdf
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    References listed on IDEAS

    as
    1. 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, May.
    2. Einmahl, J.H.J. & de Haan, L.F.M. & Piterbarg, V.I., 2001. "Nonparametric estimation of the spectral measure of an extreme value distribution," Other publications TiSEM c3485b9b-a0bd-456f-9baa-0, Tilburg University, School of Economics and Management.
    3. 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.
    4. Segers, J.J.J., 2004. "Non-Parametric Inference for Bivariate Extreme-Value Copulas," Other publications TiSEM 3e837d24-e733-407c-bfaa-f, Tilburg University, School of Economics and Management.
    5. Segers, J.J.J., 2004. "Non-Parametric Inference for Bivariate Extreme-Value Copulas," Discussion Paper 2004-91, Tilburg University, Center for Economic Research.
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