Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:40, 30 January 2024
scientific article; zbMATH DE number 1618403
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models |
scientific article; zbMATH DE number 1618403 |
Statements
Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (English)
0 references
26 March 2002
0 references
generalized Pareto distributions
0 references
dependence parameters
0 references
asymptotic normality
0 references
best linear unbiased estimator
0 references
BLUE
0 references