On the non-parametric estimation of the bivariate extreme-value distributions

DOI10.1016/0167-7152(89)90038-2zbMath0712.62031OpenAlexW2079387674MaRDI QIDQ749091

José Tiago de Oliveira, Paul Deheuvels

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)90038-2

zbMATH Keywords

strong convergenceorder statisticsdependence functionbivariate extreme value distributionGumbel marginalsNecessary and sufficient conditions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (5)

On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions ⋮ On Pickands coordinates in arbitrary dimensions ⋮ Estimating the spectral measure of an extreme value distribution ⋮ Intrinsic estimation of the dependence function in bivariate extremes: a new and simpler approach ⋮ Likelihood estimators for multivariate extremes

Cites Work

• Statistics of Multivariate Extremes
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