Local dependence functions for extreme value distributions
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Publication:3591883
DOI10.1080/0266476032000107123zbMath1117.62474OpenAlexW2082307124MaRDI QIDQ3591883
Samuel Kotz, Kosto V. Mitov, 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
Related Items (8)
Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula ⋮ Estimation of a measure of local correlation for independent samples and time series data ⋮ Dependence structure and test of independence for some well-known bivariate distributions ⋮ Local dependence test between random vectors based on the robust conditional Spearman's \(\rho\) and Kendall's \(\tau\) ⋮ Aspects of Dependence in Cuadras–Auge Family ⋮ A bifurcation theory for a class of discrete time Markovian stochastic systems ⋮ Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions ⋮ Copulas: A Review and Recent Developments
Cites Work
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- Correlation curves: Measures of association as functions of covariate values
- Constant local dependence
- Dependence function for continuous bivariate densities
- Correlation Curves as Local Measures of Variance Explained by Regression
- Miscellanea. The local dependence function
- Karl Pearson and the Correlation Curve
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