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Extremes of Determinants and Optimality of Canonical Variables

โœ Scribed by Chun-tu, Lin


Book ID
126520925
Publisher
Taylor and Francis Group
Year
1990
Tongue
English
Weight
319 KB
Volume
19
Category
Article
ISSN
0361-0918

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Extremes of associated variables
โœ H. Ferreira ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 189 KB

The association can be useful to model the approximate independence in the extreme value theory. The present paper proposes to study the limiting compound Poisson process for exceedances of high levels by associated variables. We give a su cient condition to get this limit based on the bivariate dep