Bernstein (Polynomial) Estimation of Extremal Dependence


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Documentation for package ‘ExtremalDep’ version 0.1-1

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beed Bernstein Estimation of Extremal Dependence
beed.boot Bootstrap Resampling and Bernstein Estimation of Extremal Dependence
beed.confband Nonparametric Bootstrap Confidence Intervals
bp Univariate and Multivariate Bernstein Polynomials
convexity Convexity Constraint
madogram Estimation of the Pickands Dependence Function