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On the non-parametric estimation of the bivariate extreme-value distributions

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  • Deheuvels, Paul
  • Tiago de Oliveira, José

Abstract

We establish the consistency of a non-parametric estimator of bivariate extreme-value distributions.

Suggested Citation

  • Deheuvels, Paul & Tiago de Oliveira, José, 1989. "On the non-parametric estimation of the bivariate extreme-value distributions," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 315-323, September.
    • Handle: RePEc:eee:stapro:v:8:y:1989:i:4:p:315-323
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    Cited by:

    1. Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar, 1997. "Estimating the spectral measure of an extreme value distribution," Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 143-171, October.
    2. Falk, Michael & Reiss, Rolf-Dieter, 2005. "On Pickands coordinates in arbitrary dimensions," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 426-453, February.

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