Nonparametric estimation of the spectral measure of an extreme value distribution
极值分布谱测度的非参数估计
Let $(\mathcal{X}_1, \mathcal{Y}_1),\dots,(\mathcal{X}_n, \mathcal{Y}_n)$ be a random sample from a bivariate distribution function $F$ in the domain of max-attraction of a distribution function $G$. This $G$ is characterised by the two extreme value indices and its spectral or angular measure. The extreme value indices determine both the marginals and the spectral measure determines the dependence structure of $G$. One of the main issues in multivariate extreme value theory…