搜索结果: 1-3 共查到“理论统计学 Pickands”相关记录3条 . 查询时间(0.063 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...
Simulation of Pickands constants
Pickands constant fractional Brownian motion change of measure Cholesky factorization
2009/9/21
Pickands constants appear in the asymptotic formulas for
extremes of Gaussian processes. The explicit formula of Pickands constants
does not exist. Moreover, in the literature there is no numerical
...
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...