Publication:2921616
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zbMath1297.60034MaRDI QIDQ2921616
Miguel de Carvalho, Alexandra Ramos
Publication date: 13 October 2014
Full work available at URL: http://www.ine.pt/revstat/pdf/rs120104.pdf
order statisticsmultivariate extremesasymptotic independencecoefficient of tail dependencemaximumsumsextremal dependencehidden regular variationconditional tail modelingjoint tail modeling
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
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