Bivariate tail estimation: dependence in asymptotic independence
type: Item
instance of: scholarly article
title: Bivariate tail estimation: dependence in asymptotic independence
zbMATH Open document ID: 1058.62043
author: Xianqiang Yang
published in: Bernoulli
publication date: 2005-03-30T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 62N02
zbMATH DE Number: 2149075
zbMATH Keywords: asymptotic normality
zbMATH Keywords: bivariate extreme value distribution
zbMATH Keywords: coefficient of tail dependence
zbMATH Keywords: copula
zbMATH Keywords: failure probability
zbMATH Keywords: Hill estimator
zbMATH Keywords: moment estimator
zbMATH Keywords: sea state variables
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1082380219
OpenAlex ID: W2047099970
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DOI: 10.3150/BJ/1082380219
description: scientific article; zbMATH DE number 2149075