Bivariate tail estimation: dependence in asymptotic independence (Q1769776)
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scientific article; zbMATH DE number 2149075
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| English | Bivariate tail estimation: dependence in asymptotic independence |
scientific article; zbMATH DE number 2149075 |
Statements
Bivariate tail estimation: dependence in asymptotic independence (English)
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30 March 2005
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asymptotic normality
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bivariate extreme value distribution
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coefficient of tail dependence
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copula
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failure probability
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Hill estimator
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moment estimator
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sea state variables
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0.8916712403297424
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0.8916712403297424
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0.8634815216064453
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0.8560768961906433
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0.8461741209030151
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