BIVARIATE EXTREME STATISTICS, II

• Type: Article in International Scientific Journal
• Date: 2012

Authors

Miguel Carvalho (Author) Other; Alexandra Ramos (Author) FEP

Journal

Title: Revstat Statistical Journal

Vol. 10 No. 1

Pages: 83-+

ISSN: 1645-6726

Publisher: Instituto Nacional De Estatistica

Indexing

ISI Web of Knowledge - 11 Citations

ISI Web of Science

Scopus - 14 Citations

Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: P-002-C7H

Abstract (EN): 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 24