Dependence between two multivariate extremes

DOI10.1016/j.spl.2011.01.014zbMath1209.62122MaRDI QIDQ633053

Helena Ferreira

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.014

zbMATH Keywords

independence; total dependence; multivariate marginals; multivariate extreme value distribution; dependence coefficients

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G32: Statistics of extreme values; tail inference

Related Items

Stability and contagion measures for spatial extreme value analyses, Tail dependence between order statistics, On extremal dependence: some contributions, Dependence matrices for spatial extreme events, Generalized madogram and pairwise dependence of maxima over two regions of a random field

Cites Work

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