منابع مشابه
Asymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution
Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...
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Multivariate risk analysis is concerned with extreme observations. If the underlying distribution has a unimodal density then both the decay rate of the tails and the asymptotic shape of the level sets of the density are of importance for the dependence structure of extreme observations. For heavy-tailed densities, the sample clouds converge in distribution to a Poisson point process with a hom...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2018
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2018.1475568