Statistics for near independence in multivariate extreme values (Q3837347)

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Statistics for near independence in multivariate extreme values
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    Statistics for near independence in multivariate extreme values (English)
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    2 March 1997
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    asymptotic independence
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    coefficient of tail dependence
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    generalized Pareto distribution
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    maximum likelihood
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    nonregular estimation
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    Poisson process
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    threshold exceedance
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    multivariate extreme value threshold model
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    joint tail estimation
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    near independence
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    tests for independence of extremes
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    marginal variables
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    characterization of dependence
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    diagnostic test
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    simulation
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