مرکز منطقه ای اطلاع رساني علوم و فناوري - Some comments on the estimation of a dependence index in bivariate extreme value statistics

Title of article :

Some comments on the estimation of a dependence index in bivariate extreme value statistics

Author/Authors :

J. Beirlant، نويسنده , , B. Vandewalle، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

265

To page :

278

Keywords :

Bivariate extreme value statistics , Exponential regression model , Coe4cient of tail dependence

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139963

Link To Document :