Bivariate extreme statistics, II

REVSTAT-Statistical Journal

Volumn 10, Issue 1, 2012, Pages 83-107

  de Carvalho, Miguel ^a,b   Ramos, Alexandra ^c  

^a EPFL   (Switzerland)

^b UNIVERSIDADE NOVA DE LISBOA   (Portugal)

^c UNIVERSITY OF PORTO   (Portugal)

Author keywords

Asymptotic independence; Coefficient of tail dependence; Conditional tail modeling; Extremal dependence; Hidden regular variation; Joint tail modeling; Maximum; Multivariate extremes; Order statistics; Sums

Indexed keywords

EID: 84859467424     PISSN: 16456726     EISSN: 21830371     Source Type: Journal    
DOI: None     Document Type: Article

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