A nonparametric method for producing isolines of bivariate exceedance probabilities
We present a method for drawing isolines indicating regions of equal joint exceedance probability for bivariate data. The method relies on bivariate regular variation, a dependence framework widely used for extremes. The method we utilize for characterizing dependence in the tail is largely nonparam...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Science+Business Media B.V.
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |