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초록·키워드 목차

This paper considers the parametric estimation of the spectral distribution of bivariate regular variation for efficiency. Since Fisher consistency is the key condition for attaining efficiency, mixture model is employed as the parametric model class due to its flexibility. The maximum likelihood estimation is shown to be asymptotically efficient under some regularity conditions. Moreover, in the real data analysis, the maximum likelihood method based on normal mixture produces an estimation result of spectral distribution well fitted to the data. #mixture model #bivariate regular variation #spectral distribution #efficiency

Abstract
1. Introduction
2. Main result
3. Simulation study and real data analysis
4. Concluding remark
5. Proofs
References

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