Add to ORKGThe tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by the coefficient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution belongs to the domain of attraction of a bivariate extreme value distribution.Domain of attraction Bivariate extreme value distribution Coefficient of tail dependence Unit Fréchet margin
AbstractThe orthant tail dependence describes the relative deviation of upper- (or lower-) orthant t...
Two new methods are suggested for estimating the dependence function of a bivariate extreme-value di...
International audienceWe consider the general problem of estimating the tail of a bivariate distribu...
The tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by...
Models characterizing the asymptotic dependence structures of bivariate distributions have been intr...
In this paper we shall give an alternative derivation of the coefficient of tail dependence introduc...
A new class of bivariate distributions is introduced and studied, which encompasses Archimedean copu...
In this paper, we explore tail dependence modelling in multivariate extreme value distributions. The...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...
A fundamental issue in applied multivariate extreme value (MEV) analysis is modelling dependence wit...
AbstractIt is well known that a bivariate distribution belongs to the domain of attraction of an ext...
Abstract The problem of estimating the coefficient of bivariate tail depen-dence is considered here ...
Let (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function F which...
Existing theory for multivariate extreme values focuses upon characterizations of the distributional...
AbstractLet (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function...
AbstractThe orthant tail dependence describes the relative deviation of upper- (or lower-) orthant t...
Two new methods are suggested for estimating the dependence function of a bivariate extreme-value di...
International audienceWe consider the general problem of estimating the tail of a bivariate distribu...
The tail behaviour of many bivariate distributions with unit Fréchet margins can be characterised by...
Models characterizing the asymptotic dependence structures of bivariate distributions have been intr...
In this paper we shall give an alternative derivation of the coefficient of tail dependence introduc...
A new class of bivariate distributions is introduced and studied, which encompasses Archimedean copu...
In this paper, we explore tail dependence modelling in multivariate extreme value distributions. The...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...
A fundamental issue in applied multivariate extreme value (MEV) analysis is modelling dependence wit...
AbstractIt is well known that a bivariate distribution belongs to the domain of attraction of an ext...
Abstract The problem of estimating the coefficient of bivariate tail depen-dence is considered here ...
Let (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function F which...
Existing theory for multivariate extreme values focuses upon characterizations of the distributional...
AbstractLet (X1, Y1), (X2, Y2),…, (Xn, Yn) be a random sample from a bivariate distribution function...
AbstractThe orthant tail dependence describes the relative deviation of upper- (or lower-) orthant t...
Two new methods are suggested for estimating the dependence function of a bivariate extreme-value di...
International audienceWe consider the general problem of estimating the tail of a bivariate distribu...