Asymptotic dependence of bivariate maxima
The Ledford and Tawn model for the bivariate tail incorporates a coefficient, $\eta$, 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 refle...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2019
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| Texto completo: | http://hdl.handle.net/1822/61561 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/61561 |