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Latest revision as of 13:31, 5 June 2024

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Efficient estimators and LAN in canonical bivariate POT models.
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    Efficient estimators and LAN in canonical bivariate POT models. (English)
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    2 April 2003
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    Bivariate max-stable distribution
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    Bivariate generalized Pareto distribution
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    Dependence function
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    Canonical parameterization
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    Peaks-over-threshold stability
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    BLUE
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    LAN
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    Hajek-LeCam convolution theorem
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    Regular estimators
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