Local dependence functions for extreme value distributions

DOI10.1080/0266476032000107123MaRDI QIDQ3591883zbMATH OpenOpenAlexFDO

Authors K. V. Mitov, Samuel Kotz, Saralees Nadarajah

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0266476032000107123

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 3820920 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• Constant local dependence
• Correlation Curves as Local Measures of Variance Explained by Regression
• Correlation curves: Measures of association as functions of covariate values
• Dependence function for continuous bivariate densities
• Karl Pearson and the Correlation Curve
• Miscellanea. The local dependence function

Cited in

(15)

• A new epsilon-local dependence measure and dependence maps
• Local dependence functions for the elliptically symmetric distributions
• Aspects of dependence in Cuadras-Auge family
• Dependence structure and test of independence for some well-known bivariate distributions
• Miscellanea. The local dependence function
• Local dependence in bivariate copulae with Beta marginals
• Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\)
• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
• Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions
• Copulas: A Review and Recent Developments
• A bifurcation theory for a class of discrete time Markovian stochastic systems
• A new measure of linear local dependence
• Local dependence functions for some families of bivariate distributions and total positivity
• Estimation of a measure of local correlation for independent samples and time series data
• Local Gaussian correlation: a new measure of dependence

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