Bivariate tail estimation: dependence in asymptotic independence (Q1769776): Difference between revisions

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Latest revision as of 19:03, 7 June 2024

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Bivariate tail estimation: dependence in asymptotic independence
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    Bivariate tail estimation: dependence in asymptotic independence (English)
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    30 March 2005
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    asymptotic normality
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    bivariate extreme value distribution
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    coefficient of tail dependence
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    copula
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    failure probability
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    Hill estimator
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    moment estimator
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    sea state variables
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