Bivariate tail estimation: dependence in asymptotic independence

DOI10.3150/bj/1082380219zbMath1058.62043OpenAlexW2047099970MaRDI QIDQ1769776

Xianqiang Yang

Publication date: 30 March 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1082380219

zbMATH Keywords

copulaasymptotic normalitycoefficient of tail dependencemoment estimatorHill estimatorfailure probabilitybivariate extreme value distributionsea state variables

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)

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