scientific article

zbMath0431.62029MaRDI QIDQ3868614

José Tiago de Oliveira

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dependence functionextreme value distributiontest of independencebivariate extremesrandom vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (9)

Rank-based inference for bivariate extreme-value copulas ⋮ On the equivalence between SUE and fixed-point states of day-to-day assignment processes with serially-correlated route choice ⋮ Dense classes of multivariate extreme value distributions ⋮ Unnamed Item ⋮ Multiplier bootstrap of tail copulas with applications ⋮ Inference for heavy tailed stationary time series based on sliding blocks ⋮ A method of moments estimator of tail dependence ⋮ Families of min-stable multivariate exponential and multivariate extreme value distributions ⋮ Point processes and multivariate extreme values

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