Bivariate Extreme Statistics, II

M. de Carvalho, Alexandra Ramos

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)83-107
Number of pages25
JournalREVSTAT Statistical Journal
Volume10
Issue number1
Publication statusPublished - 2012

Fingerprint

Dive into the research topics of 'Bivariate Extreme Statistics, II'. Together they form a unique fingerprint.

Cite this