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Estimating parameters of an extreme value distribution by the method of moments

✍ Scribed by N. Christopeit


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
745 KB
Volume
41
Category
Article
ISSN
0378-3758

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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