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Concomitant tail behaviour for extremes

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Large Quantile Estimation in a Multivariate Setting
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Concomitants of Extreme Order Statistics
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Concomitants in a Multidimensional Extreme Model
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THE ASYMPTOTIC THEORY OF EXTREME ORDER STATISTICS
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18 Concomitants of order statistics
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The asymptotic theory of concomitants of order statistics
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Estimating the limit distribution of multivariate extremes
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Bivariate Extreme Value Theory: Models and Estimation
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Statistics for near independence in multivariate extreme values
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Modelling Dependence within Joint Tail Regions
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Multivariate extreme value distributions
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Sample and Ergodic Properties of Some Min-Stable Processes
inferredcites →https://doi.org/10.1214/aos/1176325380openalex-snapshot
Distribution of the Maximum of Concomitants of Selected Order Statistics
inferredcites →https://doi.org/10.1214/aos/1176343756openalex-snapshot
Distribution and Expected Value of the Rank of a Concomitant of an Order Statistic
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Approximations in Extreme Value Theory.
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The Asymptotic Theory of Extreme Order Statistics
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Statistical Methods for Multivariate Extremes: An Application to Structural Design
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Some Recent Advances in Statistics.
inferredcites →https://doi.org/10.2307/3318479openalex-snapshot
Joint Distribution of Maxima of Concomitants of Subsets of Order Statistics
inferredcites →https://doi.org/10.31274/rtd-180813-3286openalex-snapshot
Concomitants of order statistics
inferredcites →https://doi.org/10.5962/bhl.title.32181openalex-snapshot
Natural inheritance
inferredcites →https://doi.org/10.6028/jres.068b.002openalex-snapshot
An asymptotic expansion for the multivariate normal distribution and Mills' ratio

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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