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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

  1. 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/MagazineJournal articlepeer-review