Search Results - subject:"dependence function"

Bivariate odds ratio and association measures

Gupta, Ramesh - In: Statistical Papers 52 (2011) 1, pp. 125-138

Persistent link: https://www.econbiz.de/10008925491

Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function

Drees, Holger; Huang, Xin - In: Journal of Multivariate Analysis 64 (1998) 1, pp. 25-47

and the dependence function converges to the stable tail dependence function of G. Hall and Welsh (1984,Ann. Statist.12 … the stable tail dependence function. First an upper bound on the rate of convergence for estimators of the stable tail … dependence function is established. Then it is shown that this bound is sharp by proving that it is attained by the tail …

Persistent link: https://www.econbiz.de/10005199854

Testing for Tail Independence in Extreme Value models

Falk, Michael; Michel, René - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 261-290

Persistent link: https://www.econbiz.de/10005395813

On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications

Beghin, Luisa - In: Statistical Inference for Stochastic Processes 8 (2005) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10005616041

Approximate asymptotic Bahadur efficiency of independence tests with random sample size.

Begin, L.; Nikitin, Ya. Yu. - International Centre for Economic Research (ICER) - 2001

We compare various kinds of independence tests on samples with random size, in order to provide practitioners with some guidance for their choice based on approximate Bahadur efficiency. Such results are obtained for a wide class of distributions of random index; the efficiency slopes of the...

Persistent link: https://www.econbiz.de/10005427059

On Local Moments

Müller, Hans-Georg; Yan, Xin - In: Journal of Multivariate Analysis 76 (2001) 1, pp. 90-109

We introduce the concept of local moments for a distribution in p, p[greater-or-equal, slanted]1, at a point z[set membership, variant]p. Local moments are defined as normalized limits of the ordinary moments of a truncated version of the distribution, ignoring the probability mass falling...

Persistent link: https://www.econbiz.de/10005153258

On Moments of Bivariate Order Statistics

Barakat, H. - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 351-358

Persistent link: https://www.econbiz.de/10005760317

Approximate asymptotic Bahadur efficiency of independence tests with random sample size

Beghin, L.; Nikitin, Y. - In: Statistical Methods and Applications 8 (1999) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10008497247