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Results for asymptotic independence • coefficient of tail dependence • componentwise maxima • extreme value theory • maximum likelihood • non-homogeneous Poisson process • rates of convergence • slowly varying functions
Publications & Outputs
Modelling dependence within joint tail regions
Ledford, A. W.
&
Tawn, J. A.
,
1997
,
In:
Journal of the Royal Statistical Society: Series B (Statistical Methodology).
59
,
2
,
p. 475-499
25 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review