On the dependence function of Sibuya in multivariate extreme value theory
β Scribed by A. Obretenov
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 316 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0047-259X
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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
research In The Statistical Analysis Of Extreme Values Has Flourished Over The Past Decade: New Probability Models, Inference And Data Analysis Techniques Have Been Introduced; And New Application Areas Have Been Explored. *statistics Of Extremes* Comprehensively Covers A Wide Range Of Models And Ap