On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions
- 30 November 1991
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 12 (5) , 429-439
- https://doi.org/10.1016/0167-7152(91)90032-m
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- Statistics of Multivariate ExtremesInternational Statistical Review, 1990
- On the non-parametric estimation of the bivariate extreme-value distributionsStatistics & Probability Letters, 1989
- Multivariate Negative Exponential and Extreme Value DistributionsPublished by Springer Nature ,1989
- Strong approximations for partial sums of i.i.d.B-valued r.v.'s in the domain of attraction of a Gaussian lawProbability Theory and Related Fields, 1988
- Some Results on the LIL in Banach Space with Applications to Weighted Empirical ProcessesThe Annals of Probability, 1981
- Relation entre théorème central-limite et loi du logarithme itéré dans les espaces de BanachProbability Theory and Related Fields, 1979
- Central limit theorems for C(S)-valued random variablesJournal of Functional Analysis, 1975
- Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processesProbability Theory and Related Fields, 1974
- Bivariate extreme statistics, IAnnals of the Institute of Statistical Mathematics, 1960