Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154340 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
In this article, we propose the inverse-probability weighted (IPW) estimators for the joint distribution functions of bivariate recurrence times. The asymptotic properties of the IPW estimators are established. Simulation study indicates that the IPW estimators perform well in finite samples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pao-sheng Shen,