Madogram and Asymptotic Independence among Maxima
A strong statistical research effort has been devoted in multivariate extreme value theory in order to assess the strength of dependence among extremes. This topic is particularly difficult in the case where block maxima are near independence. In this paper, we adapt and study a simple inference to...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2014-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/147 |