Tail dependence between order statistics

Journal of Multivariate Analysis

Volumn 105, Issue 1, 2012, Pages 176-192

  Ferreira, Helena ^a   Ferreira, Marta ^b  

^a UNIVERSITY OF BEIRA INTERIOR   (Portugal)

^b UNIVERSITY OF MINHO   (Portugal)

Author keywords

Measures of tail dependence; Multivariate extreme value distribution; Order statistics; Tail dependence

Indexed keywords

EID: 80053556551     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2011.09.001     Document Type: Article

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