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    Article

    Testing the tail–dependence based on the radial component

    Throughout this article we assume that the df H of a random vector (X,Y) is in the max-domain of attraction of an extreme value distribution function (df) G with reverse exponential margins. Therefore, the asympt...

    Melanie Frick, Edgar Kaufmann, Rolf-Dieter Reiss in Extremes (2007)

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    Article

    Penultimate Approximations in Extreme Value Theory

    Under a general von Mises condition and a second order regular variation condition, we derive exact penultimate approximation rates for maxima w.r.t. the variational distance. The approach is not restricted to...

    Edgar Kaufmann in Extremes (2000)

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    Chapter

    Extrapolating Life Tables to Extreme Life Spans: A Regression Approach Using XPL

    Based on 11 German life tables from 1871 to 1986, we study the change of mortality rates of women over the time for fix ages and apply a regression approach to forecast life tables. In a second step, we extrap...

    Edgar Kaufmann, Cornelia Hillgärtner in Statistical Analysis of Extreme Values (1997)