Modelling Across Extremal Dependence Classes
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Publication:5378159
DOI10.1111/rssb.12157zbMath1414.62165arXiv1408.5060OpenAlexW58405484MaRDI QIDQ5378159
Daniel M. Elton, Jonathan A. Tawn, Jennifer L. Wadsworth, Anthony C. Davison
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.5060
asymptotic independenceextreme value theorycensored likelihooddependence modellingmultivariate regular variationconditional extremes
Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)
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