Intrinsic estimation of the dependence structure for bivariate extremes

J. Tiago de Oliveira

Statistics & Probability Letters, 1989, vol. 8, issue 3, 213-218

Abstract: A method is presented for estimating intrisically the dependence structure of bivariate minima with standard exponential margins (dependence function A(u) or, equivalently, of bivariate maxima with standard Gumbel margins (dependence function k(w)); intrinsic estimation means that the estimator function is an admissible dependence function.

Keywords: bivariate; extremes; dependence; function(s); intrinsic; estimator; function(s); of; the; dependence; function(s) (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (3)

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