𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Efficient estimators and LAN in canonical bivariate POT models

✍ Scribed by Michael Falk; Rolf-Dieter Reiss

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
522 KB
Volume
84
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Estimation of canonical dependence param
Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
✍ Michael Falk; Rolf-Dieter Reiss πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 109 KB

This paper deals with the estimation of dependence parameters in certain bivariate generalized Pareto models which are models for exceedances (peaks) over high thresholds. A uniΓΏed approach is obtained by using canonical parameters. An estimator, which is related to a best linear unbiased estimator,

Efficiency measure, modelling and estima
Efficiency measure, modelling and estimation in combined array designs
✍ Tak Mak; Fassil Nebebe πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 143 KB

## Abstract In off‐line quality control, the settings that minimize the variance of a quality characteristic are unknown and must be determined based on an estimated dual response model of mean and variance. The present paper proposes a direct measure of the efficiency of any given design‐estimatio

Efficiency and Robustness of a Resamplin
Efficiency and Robustness of a Resampling M-Estimator in the Linear Model
✍ Feifang Hu πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 156 KB

In the literature, there are basically two kinds of resampling methods for least squares estimation in linear models; the E-type (the efficient ones like the classical bootstrap), which is more efficient when error variables are homogeneous, and the R-type (the robust ones like the jackknife), which