A New Class of Models for Bivariate Joint Tails (Q3551039)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A New Class of Models for Bivariate Joint Tails
scientific article

    Statements

    A New Class of Models for Bivariate Joint Tails (English)
    0 references
    0 references
    0 references
    8 April 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic independence
    0 references
    coefficient of tail dependence
    0 references
    hidden regular variation
    0 references
    joint tail modelling
    0 references
    maximum likelihood
    0 references
    multivariate extreme values
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references