مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models

Title of article :

Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models

Author/Authors :

Michael Falk، نويسنده , , Rolf-Dieter Reiss، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2001

Pages :

From page :

233

To page :

242

Keywords :

Best linear unbiased estimator(BLUE) , Asymptotic normality , Generalized Pareto distributions , Dependence parameters

Journal title :

Statistics and Probability Letters

Serial Year :

2001

Journal title :

Statistics and Probability Letters

Record number :

139582

Link To Document :