搜索结果: 1-2 共查到“理论统计学 Pickands dependence function”相关记录2条 . 查询时间(0.062 秒)
New estimators of the Pickands dependence function and a test for extreme-value dependence
Pickands dependence function a test for extreme-value dependence
2011/3/18
We propose a new class of estimators for Pickands dependence function which is based on the concept of minimum distance estimation. An explicit integral representation of the function A^*(t), which mi...
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...