Estimation of the coefficient of tail dependence in bivariate extremes

Statistics and Probability Letters

Volumn 43, Issue 4, 1999, Pages 399-409

  Peng, L ^a,b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Bivariate extremes; Coefficient of tail dependence; Extreme value theory; Regular variation

Indexed keywords

EID: 0033565125     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00280-6     Document Type: Article

References (11)

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