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Rates of convergence for the distance between distribution function estimators

✍ Scribed by D. D. Boos


Publisher
Springer
Year
1986
Tongue
English
Weight
248 KB
Volume
33
Category
Article
ISSN
0026-1335

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Best Attainable Rates of Convergence for
✍ Holger Drees; Xin Huang πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 478 KB

It is well known that a bivariate distribution belongs to the domain of attraction of an extreme value distribution G if and only if the marginals belong to the domain of attraction of the univariate marginal extreme value distributions and the dependence function converges to the stable tail depend