Publicação
Bivariate Extreme Statistics, II
| Resumo: | 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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| Autores principais: | de Carvalho , Miguel |
| Outros Autores: | Ramos , Alexandra |
| Assunto: | asymptotic independence coefficient of tail dependence conditional tail modeling extremal dependence hidden regular variation joint tail modeling order statistics maximum multivariate extremes sums |
| Ano: | 2012 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | unknown |
| Instituição associada: | Instituto Nacional de Estatística |
| Idioma: | inglês |
| Origem: | REVSTAT-Statistical Journal |
| Resumo: | 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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