On extremal dependence: some contributions

DOI10.1007/s11749-011-0261-3zbMath1275.62047arXiv1108.1972MaRDI 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 values; asymptotic independence; measures of tail dependence

Mathematics Subject Classification ID

62G32: Statistics of extreme values; tail inference

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