POT-flavored estimator of Pickands dependence function
融合超阈值思路的 Pickands 依赖函数估计量
This work proposes an estimator with both Peak-Over-Threshold and Block-Maxima flavors, uses it to estimate the Pickands dependence function of bivariate time series, and illustrates how it brings down the asymptotic bias and the overall mean squared error.