Hidden regular variation and the rank transform (Q5694150): Difference between revisions

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+Some comments on the estimation of a dependence index in bivariate extreme value statistics.
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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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+Q5560061
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+Comparison of Approaches for Estimating the Probability of Coastal Flooding
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+EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
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+Dependence measures for extreme value analyses
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+Sea and wind: multivariate extremes at work
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+Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
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+Bivariate tail estimation: dependence in asymptotic independence
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+How to make a Hill plot.
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+On maximum likelihood estimation of the extreme value index.
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+A bivariate stable characterization and domains of attraction
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+A directory of coefficients of tail dependence
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+The qq-estimator and heavy tails
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+Statistics for near independence in multivariate extreme values
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+Q4363950
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+Characterizations and examples of hidden regular variation
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+Asymptotic independence and a network traffic model
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+Ordered Multivariate Extremes
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+Estimation of the coefficient of tail dependence in bivariate extremes
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+Q4450667
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+Point processes, regular variation and weak convergence
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+Q3771297
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+Hidden regular variation, second order regular variation and asymptotic independence
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+The Extremal Dependence Measure and Asymptotic Independence
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+Smoothing the Hill Estimator
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