Asymptotic dependence of bivariate maxima
The Ledford and Tawn model for the bivariate tail incorporates a coefficient, η, as a measure of pre-asymptotic dependence between the marginals. However, in the limiting bivariate extreme value model, G, of suitably normalized component-wise maxima, it is just a shape parameter without reflecting a...
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| Formato: | article |
| Idioma: | eng |
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2020
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| Texto completo: | http://hdl.handle.net/10400.6/8166 |
| País: | Portugal |
| Oai: | oai:ubibliorum.ubi.pt:10400.6/8166 |