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| Título | Bivariate extreme statistics, II |
| Publication Type | Unpublished |
| Year of Publication | 2012 |
| Authors | de Carvalho M, Ramos A |
| Series Title | Preprint |
| Palavras-chave | asymptotic independence, coefficient of tail dependence, conditional tail modeling, extremal dependence, hidden regular variation, joint tail modeling, maximum, multivariate extremes, order statistics, sums. |
| Abstract | We review the current state of statistical modeling of asymptotically independent data. Our discussion includes necessary and sufficient conditions for asymptotic independence, results on the asymptotic independence of statistics of interest, estimation and inference issues, joint tail modeling, and conditional approaches. For each these topics we give an account of existing approaches and relevant methods for data analysis and applications. |
| URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2012/2_12.pdf |