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

• 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
• scientific article; zbMATH DE number 3820920 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• Karl Pearson and the Correlation Curve
• Miscellanea. The local dependence function

Cited in

(16)

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

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