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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