Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework

Alexis Boulin, Elena Di Bernardino, Thomas Laloƫ, Gwladys Toulemonde. Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework. J. Multivariate Analysis, 192:105059, 2022. [doi]

Abstract

Abstract is missing.