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
10
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