Some comments on the estimation of a dependence index in bivariate extreme value statistics.
type: Item
instance of: scholarly article
title: Some comments on the estimation of a dependence index in bivariate extreme value statistics.
zbMATH Open document ID: 1092.62544
DOI: 10.1016/S0167-7152(02)00281-X
author: J. Beirlant
author: B. Vandewalle
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1907002
zbMATH Keywords: Bivariate extreme value statistics
zbMATH Keywords: Coefficient of tail dependence
zbMATH Keywords: Exponential
zbMATH Keywords: regression model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1907002