Affordable Access

Extremes of associated variables



The association can be useful to model the approximate independence in the extreme value theory. The present paper proposes to study the limiting compound Poisson process for exceedances of high levels by associated variables. We give a sufficient condition to get this limit based on the bivariate dependence structure of an associated sequence. The application of the dependence condition introduced is illustrated with auto-regressive sequences.

There are no comments yet on this publication. Be the first to share your thoughts.


Seen <100 times

More articles like this

Extremes of associated variables

on Statistics & Probability Lette... Jan 01, 2003

Extremes of a random number of variables from peri...

on Journal of Statistical Plannin... Jan 01, 1995

A method for predicting the extremes of stream aci...

on Journal of Hydrology Jan 01, 1990
More articles like this..