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]

@article{BoulinBLT22,
  title = {Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework},
  author = {Alexis Boulin and Elena Di Bernardino and Thomas Laloƫ and Gwladys Toulemonde},
  year = {2022},
  doi = {10.1016/j.jmva.2022.105059},
  url = {https://doi.org/10.1016/j.jmva.2022.105059},
  researchr = {https://researchr.org/publication/BoulinBLT22},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {192},
  pages = {105059},
}