Statistics of extremes: Estimation and optimality

A. Ferreira

Research output: ThesisDoctoral Thesis

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Abstract

In the bivariate setting, i.e. when we have two variables jointly playing a role, the estimation of tail dependence and probability of an extreme set is addressed.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • de Haan, L.F.M., Promotor
  • Einmahl, John, Promotor
Award date25 Nov 2002
Place of PublicationTilburg
Publisher
Print ISBNs9056681069
Publication statusPublished - 2002

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Cite this

Ferreira, A. (2002). Statistics of extremes: Estimation and optimality. Tilburg: CentER, Center for Economic Research.