Estimation of the coefficient of tail dependence in bivariate extremes
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Publication:1962236
DOI10.1016/S0167-7152(98)00280-6zbMath0958.62049WikidataQ127237906 ScholiaQ127237906MaRDI QIDQ1962236
Publication date: 4 April 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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Cites Work
- Bivariate extreme statistics. I
- Sea and wind: multivariate extremes at work
- Statistics for near independence in multivariate extreme values
- Estimating the limit distribution of multivariate extremes
- Limit theory for multivariate sample extremes
- Estimating exceedance probabilities in higher-dimensional space
- Functional central limit theorems for processes with positive drift and their inverses
- Convergence of stochastic processes
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