Concomitant tail behaviour for extremes
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Publication:4391414
DOI10.1239/aap/1035228000zbMath0905.60034OpenAlexW2011432449MaRDI QIDQ4391414
Jonathan A. Tawn, Anthony Ledford
Publication date: 19 January 1999
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1035228000
asymptotic independencecoefficient of tail dependencebivariate extreme value distributionconcomitantsinduced order statistics
Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)
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