Efficient estimators and LAN in canonical bivariate POT models

Journal of Multivariate Analysis

Volumn 84, Issue 1, 2003, Pages 190-207

  Falk, Michael ^a   Reiss, Rolf Dieter ^b  

^a UNIVERSITY OF WÜRZBURG   (Germany)

^b UNIVERSITY OF SIEGEN   (Germany)

Author keywords

Bivariate generalized Pareto distribution; Bivariate max stable distribution; BLUE; Canonical parameterization; Dependence function; Hajek LeCam convolution theorem; LAN; Peaks over threshold stability; Regular estimators

Indexed keywords

EID: 0037288788     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(02)00010-6     Document Type: Review

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