On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions

Paul Deheuvels

Statistics & Probability Letters, 1991, vol. 12, issue 5, 429-439

Abstract: 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.

Keywords: Extreme; values; bivariate; distributions; non-parametric; statistics; functional; laws; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (24)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(91)90032-M
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:12:y:1991:i:5:p:429-439

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().