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On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions

✍ Scribed by Paul Deheuvels


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
755 KB
Volume
12
Category
Article
ISSN
0167-7152

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Nonparametric Estimation of the Dependen
✍ Javier Rojo JimΓ©nez; Enrique Villa-Diharce; Miguel Flores πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 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