Tail dependence between order statistics
Author:
Funder
FCT/POCI2010/FEDER/CMUBI
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference34 articles.
1. A First Course in Order Statistics;Arnold,1992
2. Serial dependence in ARCH-models as measured by tail dependence coefficients;Brummelhuis;Extremes,2008
3. Order Statistics;David,1981
4. Dependence between two multivariate extremes;Ferreira;Statist. Probab. Lett.,2011
5. Tail and dependence behavior of levels that persist for a fixed period of time;Ferreira;Extremes,2008
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