Properties of extremal dependence models built on bivariate MAX-linearity

DOI10.1016/j.jmva.2016.12.001zbMath1358.60068OpenAlexW2560741851MaRDI QIDQ511993

Mónika Kereszturi, Jonathan A. Tawn

Publication date: 23 February 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/83556/1/1_s2.0_S0047259X16302159_main.pdf

zbMATH Keywords

asymptotic independenceextremal dependencebivariate extremesMAX-linear models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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