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
Distribution and Dependence-Function Estimation for Bivariate Extreme-Value Distributions
β 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
- DOI
- 10.2307/3318758
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