A0447
Title: On bivariate extreme value copulas with polynomial dependence functions
Authors: Berwin Turlach - The University of Western Australia (Australia) [presenting]
Abstract: The aim is to discuss how the family of bivariate mixed model extreme value copula and the family of bivariate asymmetric mixed model extreme value copula can be extended to bivariate extreme value copulas with polynomial dependence function of arbitrary degree. We will discuss how extreme value copulas with polynomial dependence functions can be fitted to data and how the degree of the polynomial can be chosen.
