𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Distribution and Dependence-Function Estimation for Bivariate Extreme-Value Distributions

✍ Scribed by Peter Hall and Nader Tajvidi


Book ID
125584928
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Year
2000
Tongue
English
Weight
1008 KB
Volume
6
Category
Article
ISSN
1350-7265

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Nonparametric Estimation of the Dependen
✍ Javier Rojo JimΓ©nez; Enrique Villa-Diharce; Miguel Flores πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 288 KB

The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated. Compar

Bivariate extreme value distributions ba
✍ Claudia KlΓΌppelberg; Angelika May πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 148 KB

In this paper, we are concerned with bivariate di erentiable models for joint extremes for dependent data sets. This question is often raised in hydrology and economics when the risk driven by two (or more) factors has to be quantiΓΏed. Here we give a full characterization of polynomial models by mea

A polynomial model for bivariate extreme
✍ S Nadarajah πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 161 KB

Many of the currently known models for bivariate (multivariate) extreme value distributions are too restrictive. This paper introduces a new model based on polynomial terms that overcomes most weaknesses of the known models. The simplicity and exibility of the new model are shown by derivation of va