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On the extremal dependence coefficient of multivariate distributions

JOURNAL ARTICLE published August 2006 in Statistics & Probability Letters

Authors: Gabriel Frahm

Majorization, Randomness and Dependence for Multivariate Distributions

JOURNAL ARTICLE published 1 July 1987 in The Annals of Probability

Authors: Harry Joe

Estimating the extremal index through local dependence

JOURNAL ARTICLE published 1 May 2018 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Helena Ferreira | Marta Ferreira

Estimating multivariate extremal dependence: a new proposal

JOURNAL ARTICLE published 7 February 2017 in Theory of Probability and Mathematical Statistics

Authors: M. Ferreira

Rare events, temporal dependence, and the extremal index

JOURNAL ARTICLE published June 2006 in Journal of Applied Probability

Authors: Johan Segers

Orderings for Positive Dependence on Multivariate Empirical Distributions

JOURNAL ARTICLE published 1 November 1993 in The Annals of Applied Probability

Authors: Magdy H. Metry | Allan R. Sampson

Extremal Dependence Concepts

JOURNAL ARTICLE published 1 November 2015 in Statistical Science

Authors: Giovanni Puccetti | Ruodu Wang

Multivariate extremes, aggregation and dependence in elliptical distributions

JOURNAL ARTICLE published September 2002 in Advances in Applied Probability

Authors: Henrik Hult | Filip Lindskog

On Probabilities of Rectangles in Multivariate Student Distributions: Their Dependence on Correlations

JOURNAL ARTICLE published February 1971 in The Annals of Mathematical Statistics

Authors: Zbynek Sidak

Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions

JOURNAL ARTICLE published December 2009 in Journal of Applied Probability

Authors: Haijun Li | Yannan Sun

Asymptotic distributions of robust shape matrices and scales

JOURNAL ARTICLE published August 2009 in Journal of Multivariate Analysis

Authors: Gabriel Frahm

Estimating Coefficient Distributions in Random Coefficient Regressions

JOURNAL ARTICLE published 1 December 1992 in The Annals of Statistics

Authors: Rudolf Beran | Peter Hall

Extremal dependence measure for functional data

JOURNAL ARTICLE published May 2022 in Journal of Multivariate Analysis

Authors: Mihyun Kim | Piotr Kokoszka

Extremal properties of half-spaces for log-concave distributions

JOURNAL ARTICLE published 1 January 1996 in The Annals of Probability

Authors: S. Bobkov

Multivariate subexponential distributions and random sums of random vectors

JOURNAL ARTICLE published December 2006 in Advances in Applied Probability

Authors: E. Omey | F. Mallor | J. Santos

Extremal Properties of Extreme Value Distributions

JOURNAL ARTICLE published December 1951 in The Annals of Mathematical Statistics

Authors: Sigeiti Moriguti

Corrigendum to: “Tail dependence of skewed grouped t-distributions” [Statist. Probab. Lett. 78 (2008) 2388–2399]

JOURNAL ARTICLE published August 2009 in Statistics & Probability Letters

Authors: Konrad Banachewicz | Aad van der Vaart

On the limiting distributions of multivariate depth-based rank sum statistics and related tests

JOURNAL ARTICLE published 1 December 2006 in The Annals of Statistics

Authors: Yijun Zuo | Xuming He

Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions

JOURNAL ARTICLE published February 2001 in Journal of Multivariate Analysis

Authors: Javier Rojo Jiménez | Enrique Villa-Diharce | Miguel Flores

Multivariate gamma distributions

JOURNAL ARTICLE published 1 January 2014 in Electronic Communications in Probability

Authors: Michael Marcus