On extremal dependence: some contributions

DOI10.1007/s11749-011-0261-3zbMath1275.62047arXiv1108.1972OpenAlexW2118408353MaRDI QIDQ1936535

Helena Ferreira, Marta Ferreira

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.1972

zbMATH Keywords

extreme valuesasymptotic independencemeasures of tail dependence

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (12)

The stopped clock model ⋮ Estimating the extremal index through local dependence ⋮ Tail dependence and smoothness of time series ⋮ Estimating the upcrossings index ⋮ Extremal behavior of pMAX processes ⋮ A new blocks estimator for the extremal index ⋮ Methods for estimating the upcrossings index: improvements and comparison ⋮ Unnamed Item ⋮ Tail Dependence Under Sample Failures ⋮ Stability and contagion measures for spatial extreme value analyses ⋮ Statistical methods for assessing the contagion of spatial extreme events among regions ⋮ Asymptotic dependence of bivariate maxima

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