Asymptotic Independence of Bivariate Extremes

DOI10.1177/0008068319640305MaRDI QIDQ5334701zbMATH OpenOpenAlexFDO

Authors Kanti V. Mardia

Publication date 1964

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319640305

zbMATH Keywords

statistics

Cited in

(3)

• Testing variability in multivariate quality control: a conditional entropy measure approach
• Multivariate extreme value theory and its usefulness in understanding risk
• Extremal memory of stochastic volatility with an application to tail shape inference

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