Efficient estimators and LAN in canonical bivariate POT models. (Q1867201)
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scientific article; zbMATH DE number 1891225
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| English | Efficient estimators and LAN in canonical bivariate POT models. |
scientific article; zbMATH DE number 1891225 |
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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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0.8163062930107117
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0.802482545375824
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0.7977771759033203
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0.7609337568283081
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0.7442227005958557
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