Asymptotic dependence of bivariate maxima

DOI10.1080/03610926.2018.1475568OpenAlexW2901047201WikidataQ128901450 ScholiaQ128901450MaRDI QIDQ5866066

Marta Ferreira, Helena Ferreira

Publication date: 10 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10400.6/8166

zbMATH Keywords

extreme value theorydependence conditionsstationary sequencesasymptotic dependence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Extreme dependence of multivariate catastrophic losses

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