Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models

Statistics and Probability Letters

Volumn 52, Issue 3, 2001, Pages 233-242

  Falk, Michael ^a   Reiss, Rolf Dieter ^b  

^a CATHOLIC UNIVERSITY OF EICHSTÄTT INGOLSTADT   (Germany)

^b UNIVERSITY OF SIEGEN   (Germany)

Author keywords

Asymptotic normality; Best linear unbiased estimator (BLUE); Dependence parameters; Generalized Pareto distributions

Indexed keywords

EID: 0003070567     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00194-2     Document Type: Article

References (13)

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