scientific article

zbMath1186.62064MaRDI QIDQ3405573

Liang Peng

Publication date: 10 February 2010

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J20N1/J20N114/J20N114.html

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zbMATH Keywords

bootstrapthresholdtail dependencebivariate extremes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (7)

Choice of smoothing parameter in multivariate copula-based tail coefficients ⋮ Robust nonparametric estimation of the conditional tail dependence coefficient ⋮ Bias-corrected and robust estimation of the bivariate stable tail dependence function ⋮ Exact tail asymptotics in bivariate scale mixture models ⋮ Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence ⋮ On the residual dependence index of elliptical distributions ⋮ Bias correction in multivariate extremes

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