Bivariate Extremes: Models and Statistical Decision.
Abstract
After obtaining the asymptotic distribution of bivariate maxima, a direct characterization of the asymptotic distribution is given; the 5 known models are described through their dependence functions and some properties obtained. Known statistical decision results for the models are described. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1982
- Accession Number
- ADA120208
Entities
People
- J. Tiago De Oliveira
Organizations
- University of North Carolina at Chapel Hill