Inference for asymptotically independent samples of extremes (Q1661337): Difference between revisions

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+Simone A. Padoan
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+https://doi.org/10.1016/j.jmva.2018.04.009
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+W2731397869
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+Statistics of Extremes
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+Q5262085
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@@ Property / cites work @@
+On the maximum likelihood estimator for the generalized extreme-value distribution
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+An introduction to statistical modeling of extreme values
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+Q5485944
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+Bivariate tail estimation: dependence in asymptotic independence
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+Weak convergence of empirical copula processes
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+Asymptotic behavior of the empirical multilinear copula process under broad conditions
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+Tests of independence and randomness based on the empirical copula process
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+Testing asymptotic independence in bivariate extremes
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+Bivariate extreme value distributions based on polynomial dependence functions
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+Statistics for near independence in multivariate extreme values
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+Asymptotic Statistics
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