首页   按字顺浏览 期刊浏览 卷期浏览 Application of an Estimator of High Efficiency in Bivariate Extreme Value Theory
Application of an Estimator of High Efficiency in Bivariate Extreme Value Theory

 

作者: EdwardC. Posner,   EugeneR. Rodemich,   JohnC. Ashlock,   Sandra Lurie,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1969)
卷期: Volume 64, issue 328  

页码: 1403-1414

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501065

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper uses a family of bivariate extreme-value distributions to estimate the probability of a large exceedance of a random variable given that a certain other random variable not independent of the first has exceeded a certain value. A simple method of reasonably good efficiency is given for estimating a bivariate extreme-value distribution from independent bivariate samples. The method is used to analyze the performance of a spacecraft command receiver which has an indication of data quality so that commands likely to be in error can be rejected.

 

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