Bivariate tail estimation: dependence in asymptotic independence

DOI10.3150/bj/1082380219zbMath1058.62043MaRDI 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

copula; asymptotic normality; coefficient of tail dependence; moment estimator; Hill estimator; failure probability; bivariate extreme value distribution; sea state variables

Mathematics Subject Classification ID

62P12: Applications of statistics to environmental and related topics

62G32: Statistics of extreme values; tail inference

62N02: Estimation in survival analysis and censored data