Intrinsic estimation of the dependence structure for bivariate extremes

DOI10.1016/0167-7152(89)90124-7zbMath0677.62048OpenAlexW2068682818MaRDI QIDQ1123511

José Tiago de Oliveira

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90124-7

zbMATH Keywords

dependence functionbivariate maximaadmissible dependence functiondependence structure of bivariate minimaexponential marginsGumbel marginsintrinsic estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (7)

Nonparametric estimation of the dependence function for a multivariate extreme value distribution ⋮ Nonparametric estimation of the dependence function in bivariate extreme value distributions ⋮ On Pickands coordinates in arbitrary dimensions ⋮ On the distribution of Pickands coordinates in bivariate EV and GP models ⋮ Non-parametric estimators of multivariate extreme dependence functions ⋮ A bayesian estimator for the dependence function of a bivariate extreme‐value distribution ⋮ Intrinsic estimation of the dependence function in bivariate extremes: a new and simpler approach

Cites Work

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