Bivariate Extreme Statistics, II

Bivariate Extreme Statistics, II

We review the current state of statistical modeling of asymptotically independent data. Our discussion includes necessary and sufficient conditions for asymptotic independence, results on the asymptotic independence of statistics of interest, estimation and inference issues, joint tail modeling, an...

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Bibliographic Details
Main Authors: Miguel de Carvalho, Alexandra Ramos
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2012-04-01
Series:Revstat Statistical Journal
Subjects:
asymptotic independence
coefficient of tail dependence
conditional tail modeling
extremal dependence
hidden regular variation
joint tail modeling
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/112

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/112

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