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zbMath1297.60034MaRDI QIDQ2921616
Miguel de Carvalho, Alexandra Ramos
Publication date: 13 October 2014
Full work available at URL: http://www.ine.pt/revstat/pdf/rs120104.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
order statisticsmultivariate extremesasymptotic independencecoefficient of tail dependencemaximumsumsextremal dependencehidden regular variationconditional tail modelingjoint tail modeling
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
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Bayesian uncertainty management in temporal dependence of extremes ⋮ Multivariate extreme value theory -- a tutorial ⋮ Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
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