Statistical Bayesian estimators of some functionals in the case of a bivariate exponential distribution
β Scribed by R. A. Abusev
- Publisher
- Springer US
- Year
- 2005
- Tongue
- English
- Weight
- 116 KB
- Volume
- 126
- Category
- Article
- ISSN
- 1573-8795
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π SIMILAR VOLUMES
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
Let (T 1 , T 2 ) be gap times corresponding to two consecutive events, which are observed subject to random right-censoring. In this paper, a semiparametric estimator of the bivariate distribution function of (T 1 , T 2 ) and, more generally, of a functional E [j(T 1 ,T 2 )] is proposed. We assume t