A nonparametric method for producing isolines of bivariate exceedance probabilities

DOI10.1007/S10687-019-00348-0zbMath1428.62197arXiv1710.05248OpenAlexW2962944746WikidataQ127879210 ScholiaQ127879210MaRDI QIDQ127498

Michael F. Wehner, Emeric Thibaud, Federico Castillo, Daniel Cooley, Michael F. Wehner, Federico Castillo, Emeric Thibaud, Daniel Cooley

Publication date: 15 May 2019

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.05248

zbMATH Keywords

extreme valuesregular variationasymptotic independencemultivariate distributionshidden regular variation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Statistics of extreme values; tail inference (62G32)

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Uses Software

• ismev
• evd

Cites Work

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• Modelling Across Extremal Dependence Classes
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• Heavy-Tail Phenomena
• An introduction to statistical modeling of extreme values

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