Nonparametric Estimation of the Dependen
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Javier Rojo JimΓ©nez; Enrique Villa-Diharce; Miguel Flores
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Article
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2001
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Elsevier Science
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English
β 288 KB
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