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Bivariate tail estimation: dependence in asymptotic independence

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What this work says

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

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Maximum Likelihood Estimation

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Extreme Values, Regular Variation and Point Processes

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Convergence of Stochastic Processes

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Estimation of the coefficient of tail dependence in bivariate extremes

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A general class of estimators of the extreme value index

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Regular Variation

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Sea and Wind: Multivariate Extremes at Work

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Dependence Measures for Extreme Value Analyses

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A Directory of Coefficients of Tail Dependence

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Statistics for near independence in multivariate extreme values

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On Smooth Statistical Tail Functionals

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Modelling Dependence within Joint Tail Regions

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Empirical Processes with Applications to Statistics

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A Moment Estimator for the Index of an Extreme-Value Distribution

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Estimating Tails of Probability Distributions

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Concomitant tail behaviour for extremes

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On maximum likelihood estimation of the extreme value index

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Convergence of Stochastic Processes.

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An asymptotic expansion for the multivariate normal distribution and Mills' ratio

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