Article ID Journal Published Year Pages File Type
1154340 Statistics & Probability Letters 2015 9 Pages PDF
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
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