Local dependence functions for extreme value distributions

DOI10.1080/0266476032000107123zbMATH Open1117.62474OpenAlexW2082307124MaRDI QIDQ3591883FDOQ3591883

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

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Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cites Work

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• Correlation Curves as Local Measures of Variance Explained by Regression
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• Dependence function for continuous bivariate densities
• Correlation curves: Measures of association as functions of covariate values
• Constant local dependence
• Miscellanea. The local dependence function
• Karl Pearson and the Correlation Curve

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 new measure of linear local dependence
• A bifurcation theory for a class of discrete time Markovian stochastic systems
• 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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