{"entities":{"Q5943415":{"pageid":8120217,"ns":120,"title":"Item:Q5943415","lastrevid":47674714,"modified":"2026-01-02T09:51:57Z","type":"item","id":"Q5943415","labels":{"en":{"language":"en","value":"Dependence measures for extreme value analyses"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1650407"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$933AADA8-8DC9-477E-9B70-58492072DDD7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1b22bdbf72a222d9cd646ad8a3e910cec55032e5","datavalue":{"value":{"text":"Dependence measures for extreme value analyses","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5943415$41CCC742-F389-4F99-BFB1-1D60C39D2AE5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"249c9495ed4d010ef73a8693362756036957a167","datavalue":{"value":"0972.62030","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5943415$779A0BB5-830D-46A9-B864-E35583DEFDB9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5a82543c2ed147e1d1d91dd7de361f91fb4f107c","datavalue":{"value":"10.1023/A:1009963131610","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5943415$59161F9A-3977-4CCE-B0D9-30883DD98761","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ee3fac4f8a92cefb99da08adbabc5762424ed163","datavalue":{"value":{"entity-type":"item","numeric-id":1379716,"id":"Q1379716"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$8F373B1D-6696-463F-9749-7AD32A68B7C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d13c6c2206c8c55e0241fd7efb1bf9d4fdfa575e","datavalue":{"value":{"entity-type":"item","numeric-id":483513,"id":"Q483513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$1B7D5091-4ADD-488A-83E8-812DE2318EED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"39889981beb46fd13b8c76e3f24431c1e40c821f","datavalue":{"value":{"entity-type":"item","numeric-id":186786,"id":"Q186786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$32B0EE15-78CA-426D-B1A5-E5594B3C850A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88739480b1b569c4cc5fa77f7c8c776869d34476","datavalue":{"value":{"entity-type":"item","numeric-id":73763,"id":"Q73763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$60C00B90-AF8B-437D-8CFD-A6BC248299AD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bbe75a70230035dd524404f684e8680186c503aa","datavalue":{"value":{"time":"+2001-09-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5943415$6702716A-EA65-4159-BF09-A6B577AF731E","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"6d2185f21415d8c483d896baad61ee0b8752f4cf","datavalue":{"value":"Let \\((X, Y)\\) be a random vector and let \\((U, V)\\) be the transformation of \\((X, Y)\\) to uniform margins. Let  \\[  \\chi(u) = 2 - {\\log Pr(U<u, V<v) \\over \\log Pr(U<u)} \\sim Pr(V> v\\mid U>u), \\quad u \\to 1.  \\]  The authors consider the value \\(\\chi =\\lim\\limits_{u\\to 1} \\chi(u)\\), where \\(\\chi\\) is the probability of one variable being extreme given that the other is extreme. In the case \\(\\chi =0\\) the variables are said to be asymptotically independent. The authors define a new quantity \\(\\bar \\chi = \\lim\\limits_{u\\to 1} \\bar\\chi(u)\\), where  \\[ \\bar\\chi(u)=2\\log Pr(U>u)[\\log Pr(U>u, V>v)]^{-1}-1. \\]  If \\(\\chi =0\\) for the general class of distributions, then all members of this class are asymptotically independent. But at finite levels they have quite different degrees of dependence. The quantity \\(\\bar\\chi\\) gives a suitable measure of extremal dependence within this class. The connections between \\(\\chi\\) and \\(\\bar\\chi\\) are established. The authors study properties of \\(\\chi\\) and \\(\\bar\\chi\\), consider many examples and discuss connections between this paper and general models for multivariate extremes.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5943415$A2A19311-425F-4704-9FD7-58E73314E3D5","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"2c9bcc053c4548deef1a0a15ea05b51ac3e7d420","datavalue":{"value":{"entity-type":"item","numeric-id":829816,"id":"Q829816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$1261C400-855B-4D4B-B89F-25008D082456","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5943415$74E1C6B8-5B68-4365-BC80-F98AFCC9432C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5943415$91B08F5F-4354-4B42-8552-5CB50972803E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3a957d420fe1cddc4b4ea611df22d674a3814e89","datavalue":{"value":"1650407","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5943415$71386C60-1163-48B3-A742-4F9B3127ACFE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0bf7f0c96702a30a62d32e1c9321d0311f12604f","datavalue":{"value":"point processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5943415$164A94AF-3CE7-43DB-B64D-213E201108B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8398771751ba06fa4129e0683910355122c6ef48","datavalue":{"value":"asymptotic independence","type":"string"},"datatype":"string"},"type":"statement","id":"Q5943415$2E5FCF2C-3E5A-4937-AF17-D47003D97980","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1595e6202ccc87a52544e0a9d332b84bbae7840b","datavalue":{"value":"bivariate extreme value distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q5943415$90AEBAE3-B65E-49F6-B130-A4879463D9C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dec2be487df1d9896c14d070229a9c14577ad916","datavalue":{"value":"copulas","type":"string"},"datatype":"string"},"type":"statement","id":"Q5943415$CD839748-2D60-4C74-8915-D6FDC0934FFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"77b1edb813a079e99ae5091e2d1244b8873424de","datavalue":{"value":"dependence measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q5943415$28770288-A28F-4D52-B200-7CEDF0FEF596","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5943415$A277B992-E6C3-48EC-9033-75D2136C8739","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d4fec0d89d64a87e469b774e28fdd6e99747edf6","datavalue":{"value":"https://doi.org/10.1023/a:1009963131610","type":"string"},"datatype":"url"},"type":"statement","id":"Q5943415$0CE6C2D4-4E69-4C03-AE57-74EC1D53FD1A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a0e228eb05a0bbeed7ac69047ba9f883e88b400e","datavalue":{"value":"W1529285559","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5943415$34629E58-5DF3-4215-855B-2D06BF9825DE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a19e6f90b5487c7c4e041e9c15fac458908338cb","datavalue":{"value":{"entity-type":"item","numeric-id":633053,"id":"Q633053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7882d446b432f06090e4ff060960f5afdf7fe055","datavalue":{"value":{"amount":"+0.8283772468566895","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5943415$FD5EFCF3-429C-4186-9D2E-660BC1816F7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bcf225cb149cc21155b895f5e041e6075565f9a4","datavalue":{"value":{"entity-type":"item","numeric-id":4694488,"id":"Q4694488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bed8a695606395faebdae469ee1bcecd8016f05a","datavalue":{"value":{"amount":"+0.8256473541259766","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5943415$217B56A2-13CB-4FF3-BE08-5C066405A3C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f94617481df20bf1713cea809517e04bb7cb398a","datavalue":{"value":{"entity-type":"item","numeric-id":5954058,"id":"Q5954058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cf1e22cd9b2927187a648e9d3b8b8a1ab22b5455","datavalue":{"value":{"amount":"+0.8208016157150269","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5943415$74498E12-B714-4512-BB45-4DC75BE73A7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d814e5dca38cf2ad7634a2914c8fc1e69144348f","datavalue":{"value":{"entity-type":"item","numeric-id":3409030,"id":"Q3409030"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"744f215e9c6e2a497faabf42fe4772124dcdbdb8","datavalue":{"value":{"amount":"+0.8031882047653198","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5943415$CD2CBC23-445C-408F-B381-899F7244C340","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6aa27fb10b17b25e2d37f5412995ea063b799617","datavalue":{"value":{"entity-type":"item","numeric-id":1324778,"id":"Q1324778"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6bf982ce14d1932efafa78d17c48e5cc2a41c24b","datavalue":{"value":{"amount":"+0.8023779392242432","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5943415$D1416CCA-0D7C-45EA-8091-45332973C73B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5943415","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5943415"}}}}}