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
收藏
页码：429 / 439
页数：11
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