Efficient estimators and LAN in canonical bivariate POT models.
type: Item
instance of: scholarly article
title: Efficient estimators and LAN in canonical bivariate POT models.
zbMATH Open document ID: 1041.62042
DOI: 10.1016/S0047-259X(02)00010-6
author: Michael Falk
author: Rolf-Dieter Reiss
published in: Journal of Multivariate Analysis
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 1891225
zbMATH Keywords: Bivariate max-stable distribution
zbMATH Keywords: Bivariate generalized Pareto distribution
zbMATH Keywords: Dependence function
zbMATH Keywords: Canonical parameterization
zbMATH Keywords: Peaks-over-threshold stability
zbMATH Keywords: BLUE
zbMATH Keywords: LAN
zbMATH Keywords: Hajek-LeCam convolution theorem
zbMATH Keywords: Regular estimators
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1891225