Bivariate Extreme Statistics, Ii
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 of these topics we give an account of existing approaches and relevant methods for data analysis and applications.
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Keywords: asymptotic independence ; coefficient of tail dependence ; conditional tail modeling ; extremal dependence ; hidden regular variation ; joint tail modeling ; order statistics ; maximum ; multivariate extremes ; sums ; Asymptotic Independence ; Order-Statistics ; Random-Variables ; Stationary-Sequences ; Value Distributions ; Gaussian-Processes ; Value Dependence ; Tail Dependence ; Point Process ; Maximum
Record created on 2012-08-10, modified on 2016-08-09