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
✦ LIBER ✦
On the non-parametric estimation of the bivariate extreme-value distributions
✍ Scribed by Paul Deheuvels; José Tiago de Oliveira
- Book ID
- 118399949
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 579 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0167-7152
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