ON THE LIMITING BEHAVIOR OF THE PICKANDS ESTIMATOR FOR BIVARIATE EXTREME-VALUE DISTRIBUTIONS

被引：52

作者：

DEHEUVELS, P ^{[1
]}

机构：

[1] UNIV PARIS 06,STAT THEOR & APPL LAB,F-75252 PARIS 05,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 12卷 / 05期

关键词：

EXTREME VALUES; BIVARIATE DISTRIBUTIONS; NONPARAMETRIC STATISTICS; FUNCTIONAL LAWS OF THE ITERATED LOGARITHM;

D O I：

10.1016/0167-7152(91)90032-M

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish the functional central limit theorem and law of the iterated logarithm for the Pickands estimator of the dependence function of a bivariate extreme-value distribution. Our methods are based on general results for sums of random variables taking values in Banach spaces.

引用

页码：429 / 439

页数：11

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