Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10005375470
Persistent link: https://www.econbiz.de/10005380653
Persistent link: https://www.econbiz.de/10005380736
Ledford and Tawn (1997) introduced a flexible bivariate tail model based on the coefficient of tail dependence and on the dependence of the extreme values of the random variables. In this paper, we extend the concept by specifying the slowly varying part of the model as done by Hall (1982) with...
Persistent link: https://www.econbiz.de/10009146168
Persistent link: https://www.econbiz.de/10005365490
Persistent link: https://www.econbiz.de/10005374936
Persistent link: https://www.econbiz.de/10005375268
Persistent link: https://www.econbiz.de/10005375494
Persistent link: https://www.econbiz.de/10005380575
Persistent link: https://www.econbiz.de/10005380663