Dependence measures for extreme value analyses

DOI10.1023/A:1009963131610zbMath0972.62030OpenAlexW1529285559MaRDI QIDQ5943415

Janet E. Heffernan, Jonathan A. Tawn, Stuart G. Coles

Publication date: 23 September 2001

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009963131610

zbMATH Keywords

copulaspoint processesasymptotic independencebivariate extreme value distributionsdependence measures

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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