Modelling dependence within joint tail regions

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 59, Issue 2, 1997, Pages 475-499

  Ledford, Anthony W ^a   Tawn, Jonathan A ^b  

^a UNIVERSITY OF SURREY   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Asymptotic independence; Coefficient of tail dependence; Componentwise maxima; Extreme value theory; Maximum likelihood; Non homogeneous poisson process; Rates of convergence; Slowly varying functions

Indexed keywords

EID: 0001484870     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00080     Document Type: Article

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