Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045)
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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 |
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Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (English)
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26 March 2002
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generalized Pareto distributions
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dependence parameters
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asymptotic normality
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best linear unbiased estimator
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BLUE
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