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

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+Rates of growth and sample moduli for weighted empirical processes indexed by sets
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+Dependence measures for extreme value analyses
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+Estimating the limit distribution of multivariate extremes
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+Estimating the probability of a rare event
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+A moment estimator for the index of an extreme-value distribution
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+Bivariate tail estimation: dependence in asymptotic independence
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+On Smooth Statistical Tail Functionals
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+A general class of estimators of the extreme value index
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+On maximum likelihood estimation of the extreme value index.
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+Poisson and Gaussian approximation of weighted local empirical processes
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+A directory of coefficients of tail dependence
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+Statistics for near independence in multivariate extreme values
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+Concomitant tail behaviour for extremes
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+Estimation of the coefficient of tail dependence in bivariate extremes
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+Convergence of stochastic processes
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+Estimating tails of probability distributions
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+Functional central limit theorems for processes with positive drift and their inverses
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