Jiménez, Javier Rojo; Villa-Diharce, Enrique; Flores, … - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 159-191
The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated....
