搜索结果: 1-2 共查到“理论统计学 Bivariate Extreme”相关记录2条 . 查询时间(0.109 秒)
Rank-based inference for bivariate extreme-value copulas
Asymptotic theory copula extreme-value distribution non-parametric estimation Pickands dependence function rank-based inference
2010/4/30
Consider a continuous random pair (X,Y ) whose dependence is
characterized by an extreme-value copula with Pickands dependence
function A. When the marginal distributions of X and Y are known,
seve...
Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data
Bivariate Extreme Pickand’s Dependence Function Simulation Stochastics Ordering
2010/3/17
We study the characteristics of the Pickands’ dependence function
for bivariate extreme distribution for minima, BEVM, when considering
the stochastics ordering of the two variables. The existing Pi...