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ExtremalDep
madogram
madogram function
Madogram-based estimation of the Pickands Dependence Function
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ExtremalDep package
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Maintainer: Simone Padoan
License: GPL (>= 2)
Last published: 2024-10-06
Useful links
https://github.com/borisberanger/ExtremalDep/issues
https://faculty.unibocconi.it/simonepadoan/