scientific article

zbMATH Open0431.62029MaRDI QIDQ3868614FDOQ3868614

Tiago J. Oliveira

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

test of independenceextreme value distributionbivariate extremesdependence functionrandom vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (9)

• Dense classes of multivariate extreme value distributions
• Families of min-stable multivariate exponential and multivariate extreme value distributions
• A method of moments estimator of tail dependence
• Inference for heavy tailed stationary time series based on sliding blocks
• Title not available (Why is that?)
• On the equivalence between SUE and fixed-point states of day-to-day assignment processes with serially-correlated route choice
• Rank-based inference for bivariate extreme-value copulas
• Point processes and multivariate extreme values
• Multiplier bootstrap of tail copulas with applications

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