Abstract
The influence of bivariate extremal dependence on the limiting behaviour of the concomitant of the largest order statistic is examined. Our approach is to fix the marginal distributions and derive a general tail characterisation of the joint survivor function. From this, we identify the normalisation required to obtain the limiting distribution of the concomitant of the largest order statistic, obtain its tail form, and investigate the limiting probability that the vector of componentwise maxima occurs as an observation of the bivariate process. The results are illustrated for a range of extremal dependence forms.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
