基于连接函数的二元极值Copula的矩估计

his paper considers the moments-type estimation of bivariate extreme value copulas. Usually the inference on an extreme value copulaproceeds via its Pickands dependence function. In this paper a new estimation method for the Pickands dependence function is proposed based on link functions, which can be treated as an extension of the existing nonparametric estimates. The finite sample performance is investigated by simulation studies, and the maximum weekend car speed data registered at two given locationsis analyzed via parametric method and our proposed method.