Application of an Estimator of High Efficiency in Bivariate Extreme Value Theory
高效率估计方法在二元极值理论中的应用
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…