Results for Asymptotic independence • Coefficient of tail dependence • Extreme value theory • Generalised Pareto distribution • Maximum likelihood • Multivariate extreme value distribution • Nonregular estimation • Poisson process • Threshold exceedance

Publications & Outputs

1. Statistics for near independence in multivariate extreme values.

   Ledford, A. W. & Tawn, J. A., 03/1996, In: Biometrika. 83, 1, p. 169-187 19 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review