Efficient estimators and LAN in canonical bivariate POT models
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- E. Kaufmann & R. Reiss, 1993. "Strong convergence of multivariate point processes of exceedances," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 433-444, September.
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- Falk, Michael & Reiss, Rolf-Dieter, 2005. "On the distribution of Pickands coordinates in bivariate EV and GP models," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 267-295, April.
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Keywords
Bivariate max-stable distribution Bivariate generalized Pareto distribution Dependence function Canonical parameterization Peaks-over-threshold stability BLUE LAN Hajek-LeCam convolution theorem Regular estimators;Statistics
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