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Intrinsic estimation of the dependence structure for bivariate extremes

A method is presented for estimating intrisically the dependence structure of bivariate minima with standard exponential margins (dependence function A(u) or, equivalently, of bivariate maxima with standard Gumbel margins (dependence function k(w)); intrinsic estimation means that the estimator function is an admissible dependence function.
Year of publication:
1989
Authors: Oliveira, J. Tiago de
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 3, p. 213-218
Publisher: Elsevier
Keywords: bivariate extremes dependence function(s) intrinsic estimator function(s) of the dependence function(s)
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005137913
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