A new class of models for bivariate joint tails

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

Volumn 71, Issue 1, 2009, Pages 219-241

  Ramos, Alexandra ^a   Ledford, Anthony ^b  

^a UNIVERSITY OF PORTO   (Portugal)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Asymptotic independence; Coefficient of tail dependence; Hidden regular variation; Joint tail modelling; Maximum likelihood; Multivariate extreme values

Indexed keywords

EID: 58149333660     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2008.00684.x     Document Type: Article

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