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¦
Nonparametric Estimation of the Bivariate Recurrence Time Distribution
β Scribed by Chiung-Yu Huang; Mei-Cheng Wang
- Book ID
- 109223293
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 215 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0006-341X
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