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文章基本信息

  • 标题:Bivariate extreme statistics, II
  • 本地全文:下载
  • 作者:Miguel de Carvalho ; Alexandra Ramos
  • 期刊名称:RevStat : Statistical Journal
  • 印刷版ISSN:1645-6726
  • 出版年度:2012
  • 卷号:10
  • 期号:1
  • 出版社:Instituto Nacional de Estatística
  • 摘要: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.
  • 关键词:asymptotic independence; coefficient of tail dependence; conditional tail modeling; extremal dependence; hidden regular variation; joint tail modeling; order statistics; maximum; multivariate extremes; sums
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