Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336)
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scientific article; zbMATH DE number 1907002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some comments on the estimation of a dependence index in bivariate extreme value statistics. |
scientific article; zbMATH DE number 1907002 |
Statements
Some comments on the estimation of a dependence index in bivariate extreme value statistics. (English)
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7 May 2003
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Bivariate extreme value statistics
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Coefficient of tail dependence
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Exponential
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regression model
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