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Statistics for near independence in multivariate extreme values |
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| Authors: | LEDFORD, ANTHONY W. TAWN, JONATHAN A. |
| Affiliation: | Department of Mathematical and Computing Sciences, University of Surrey Guildford, Surrey, GU2 5XH, U.K. Department of Mathematics and Statistics, Lancaster University Lancaster, LA1 4YF, U.K. |
| Abstract: | |
| Keywords: | Asymptotic independence Coefficient of tail dependence Extreme value theory Generalised Pareto distribution Maximum likelihood Multivariate extreme value distribution Nonregular estimation Poisson process Threshold exceedance |
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