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The canonical dependence function θ (z), z ∈ [0,1], is introduced and studied in detail for distributions, which belong to the δ-neighborhood of a bivariate generalized Pareto distribution. We establish local asymptotic normality (LAN) of the loglikelihood function of a 2×2 table sorting of n i.i.d. observations and derive efficient estimators of θ (z) from the Hájek-LeCam Convolution Theorem. These...
Methods are given for simulating from symmetric and asymmetric versions of the multivariate logistic distribution, and from other multivariate extreme value distributions based on the well known logistic model. We consider two general approaches. The first approach uses transformations to derive random variables with a joint distribution function from which it is easy to simulate. The second approach...
In the stereological unfolding problem of size and shape factor of spheroidal particles the extremal shape factor is investigated. The transformation of particle parameters is shown to be stable with respect to the domain of attraction in three situations: (a) Conditional distribution of shape factor given particle size. (b) Conditional distribution of shape factor given particle section size. (c)...
Modeling of extreme values in the presence of heterogeneity is still a relatively unexplored area. We consider losses pertaining to several related categories. For each category, we view exceedances over a given threshold as generated by a Poisson process whose intensity is regulated by a specific location, shape and scale parameter. Using a Bayesian approach, we develop a hierarchical mixture prior,...
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