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
β¦ LIBER β¦
Effects of Mis-Specification in Bivariate Extreme Value Problems
β Scribed by Debbie J. Dupuis; Jonathan A. Tawn
- Book ID
- 110349571
- Publisher
- Springer
- Year
- 2001
- Tongue
- English
- Weight
- 456 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1386-1999
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Nonparametric Estimation of the Dependen
β
Javier Rojo JimΓ©nez; Enrique Villa-Diharce; Miguel Flores
π
Article
π
2001
π
Elsevier Science
π
English
β 288 KB
A characterization of the rate of conver
β
Michael Falk; Rolf Dieter Reiss
π
Article
π
2002
π
Elsevier Science
π
English
β 111 KB
It is well known that the rate of convergence of the extremes in an iid sample of univariate random variables is determined by the distance of the underlying distribution from a generalized Pareto distribution. We extend this result to higher dimensions.
Rebuttal of βProblems in the extreme val
β
Nicholas J. Cook
π
Article
π
2012
π
Elsevier Science
π
English
β 507 KB
Extremal values of ratios: Distance prob
β
SzΓ©kely, LΓ‘szlΓ³ A.; Wang, Hua
π
Article
π
2014
π
Elsevier Science
π
English
β 487 KB
Application of the Theory of Extreme Val
β
Benjamin Epstein
π
Article
π
1948
π
American Statistical Association
π
English
β 832 KB
Extreme solutions of initial value probl
β
Chen Fangqi
π
Article
π
2001
π
Institute of Applied Mathematics, Chinese Academy
π
English
β 335 KB