Bivariate tail estimation: dependence in asymptotic independence

Gerrit Draisma, H Drees, A Ferreira, Laurens de Haan

Research output: Contribution to journal › Article › Academic › peer-review

110 Citations (Scopus)

Research programs

@article{0319814bcee848599057eb4a58567e12,

title = "Bivariate tail estimation: dependence in asymptotic independence",

author = "Gerrit Draisma and H Drees and A Ferreira and {de Haan}, Laurens",

year = "2004",

doi = "10.3150/bj/1082380219",

language = "Undefined/Unknown",

volume = "10",

pages = "251--280",

journal = "Bernoulli",

issn = "1350-7265",

publisher = "Bernoulli Society for Mathematical Statistics and Probability",

number = "2",

}